MKV subtitles -- how to extract?

I'm converting a MKV file into a watchable DVD (using MainConcept.h264 Encoder) but I can't get the subtitles across. The original MKV has 2 streams of subs (I only want one), so do I need to extract a .srt file?

I downloaded MKVExtractor but when I try to run it, I only get a small DOS window that rapidly displays stuff for a sec or so and then disappears. Do you know what's wrong, or if I even need to use this little tool at all?

Also, I don't care whether the final subs are hard or soft, just as long as they're there. Thanks for any help!