After you install the program, DirectVobSub automatically integrates with the DirectShow player you use, such as Windows Media Player or similar.
The program lets you quickly and easily add external subtitles to a movie and supports many different types of media players.
This tool is a bit outdated, as many media players now natively support external subtitles.
DirectVobSub is a DirectShow filter for subtitle playback and display. You can download the program right here for free.