How do you keep multiple audios and subtitles when you burn something to DVD?

Ok... I have bean using WinAVI to convert things to AVI then burning them to DVD with Nero Vision, but I recently realised that WinAVI doesn’t include extra subs or dubs, and Nero doesn’t accept video formats like ogm and mkv. I then tried ConvertXtoDVD, and it accepted the ogm format, but it didn’t keep the subtitles. So, i need to know...
What is a good, clean program that converts to DVD and keeps multiple subtitles and dubs (price is no objest)?

AND/OR

What is a good program to use that extracts subtitles into a file, so that i can add subtitle chanels to the video in the program ConvertXtoDVD?

PLEESE HELP ME!!! I HAD TO THROUGH OUT SO MANY DVDS THAT WEREN’T TO MY LIKING BECAUSE OF THIS, AND I CAN’T PUT STUFF BACK ONTO DVD UNTIL I KNOW HOW TO DO IT RIGHT, AND MY HARD DRIVE IS GETTING FULL!!!