When you add a subtitle to your track, be sure to set a language for it. These languages should be set to what subtitle languages are supported by your DVD player. When you play these DVDs on your set-top DVD play, select Subtitles and choose a language and that will work just fine.
You can also force the view of subtitles.
To do this, I would create multiple buttons. Name each button the language of the subtitle and keep the first one without a subtitle. On each button's advanced tab in the buttons inspector, you will see that you can set angle, audio stream and subtitle track. On the right side of subtitle is a check box labeled, view. When you select that, you are forcing the subtitle track selected to the on position. Using this technique, you can easily create a menu of choices to play with subtitles on your own menu and force the outcome on the DVD player set top box.