How do I add subtitles to movies I download?

I downloaded a movie using a torrent, ( I know its bad but I was bored
) now I burned it onto a DVD so i can watch with my parents on the big
screen tv and I want to add the subtitles that come with the
torrent... but how? I am not using any fancy DVD burner.. just the one
that comes with my laptop, Windows Movie Maker or something like
that... How do I add the Subtitles?

Do I need to use another program?