Subtitles while playing/converting Anime

Hi, I downloaded the new Bleach episode and on the title it said sub. I was wondering how to turn on the subtitles. It was a .mkv file. Any help is appreciated
Answer #1
In VLC, you just click video and select which subtitle track you wanna use. Subs are usually a .srt file that comes with the download. Or their hard encoded, but in that case you would already see the subs =D
Answer #2
Is there a way to save what I play in VLC? I tried to but evidently failed somewhere