closed caption on avi (divx or xvid)

I wanted to know why every avi that I have downloaded, (whether it is divx or xvid) do not have a working closed caption.
Example: Star Trek: Voyager(xvid).
The show is there and is great quality.
The "cc" is on the screen, (which means it is closed captioned) and yet the closed captioning is not there.
Does anyone know why or can they tell me where I can download tv show avi's that have the closed caption?
Thank you

 

That just means that the source was closed captioned.

 

I know that the source is closed captioned. I'm asking about where to get shows that are divx or xvid avi's that retain that closed captioning.
Isn't there a program that will retain the closed captioning when being converted into an avi from a dvd?

My program that converts a dvd into a mpeg retains that closed captioning.

Thanks

 

VSRip/VOBSub can rip the closed captions to srt (or some other text format) as well as the subs to vobsubs. Never tried it myself though as I don't think I have anything with CC, just regular subs.