Dudes....
I use “Any Video Converter” and it converts everything with subtitles, and the software is free...
Try it out.... 
u can use :all converter pro 1.1
with this software u can choose subtitle file to add on movie during converting
Format Factory is free & works
extract the subtitesl as stated above! with mkvextractgui!
now go to total video coverter I cant give the serial but its easy to find;)! now add file chose the format you want and somewhere after that has an option about subtitles browse them and convert you are done!
If you want to keep it simple try Any Video Converter as suggested above. I´m a complete noob with this stuff and it took me about five minutes to figure it out with this program. Very easy. Thanks for the tip Marco Freire. Much appreciated.