If what youre trying to do is play a film with seperate subs, install vobsub 2.23
if you want to hard code in vdub, you need vdubmod to do this & with vobsub installed you'll see in filters vobsub & select this then load in your sub/idx.
@Spud, I've always used subresync in vobsub to convert sub/idx to srt. I tried to load a sub/idx into subtitle workshop & it came up with an unsupported filetype error