You can download the program on the web:
http://total-video-converter.softonic.com/Then, you just add the video, it asks you the format you want, you can pick any format or if you don't know which, just pick the same from the original video. Then, you click on filter and add the subs. Finally, just click on convert.
It messes up the color of the subs, but I haven't worked out a solution because I rarely hard-sub. You can also try with virtualdub, it's a bit slower, but it's quite popular.