Probably a silly question, but could someone explain to me the basic differences between Close Caption DVDs and those that have sub titles?

Some of my discs only provide subtitles when the video signal is passed through a caption device (decoder??). How are these stored? As separate streams in the VOB files? The VOBSub filter for VirtualDub does not detect any subtitles. Pressing the Subtitle On/Off button on my DVD remote results in "No subtitles recorded". The only way to see the subtitles is to pass the video signal throug the subtitle box (which I do have).

If I go through a normal DVD to VCD conversion, is there any hope of having my Close Captions intact afterwards?