I assume these files you have are *.idx and *.sub, right?
so if you have vobsub installed rename these files to the same name of your movie file and play the movie...
if you want to convert to some other format Subrip (1.17) works best for me
EDIT. @spud: I'm not mod-stalker yet but it seems some dark way I've been following you from fileheaven to here