Losing subs when converting AVI to DVD format

I'm trying to burn Anime episodes on dvd to enjoy watching on t.v. The anime episodes have subs because the audio is in Japanese. I sucessfully convert the Avi Files to dvd format using ConvertXtodvd 3 application, but notice the subs were missing when I played the files in dvd format. Wheat am I doing wrong or what am i not doing. I'm a noob at this so any help would be great. -Jaime

 

Are the subs in a separate file (example .srt file) and are you telling ConvertX to use them in the authoring project.

 

There is only one file, the anime episode. I'll recheck the authoring part before the converting comences. -Jaime