I have tried several times to download a youtube video that has subtitles. The subtitles aren't downloading with the video and I have followed the tutortials ...any suggestions?

I am trying to download several you tube videos all which contain subtitles. I am able to download the files, but they do not play back with the subtitles. I want to be able to eventually burn them to CD's - but of no use without the subtitles. I followed the tutorial and have checked the subtitle box, I'm not sure what else to try.