Most videos on LW that have subtitles do so in languages other than english (which can be hilarious when watching a horror movie).

You can obtain subtitles free of charge from

DivX SubTitles - Best place on the net for DivX, DVD and HDTV subtitles!

You should check torrent sites for DVDs, as many come with subtitles in multiple languages. LW can handle up to 5 torrents at once, so you don't need another torrent client. However, if you find torrent downloading better suited for your needs, you should use a better client, such as Vuze (Azureus) or uTorrent.

If you have trouble with the above link try DivX SubTitles - Best place on the net for DivX, DVD and HDTV subtitles!