Converting MKV with subs to MPG

[somedude]

Hello, im new here looking for some help.

I have some MKVs with subs, and im trying to convert them to mpg without losing the subs, i used PS3video9 to convert them to MPG, but i lost the subs in the process. Is there any better converter that can do this for me, or is there a way to hardcode the subs into the MKV so i can just convert it again that way?

Thanks,
Jared.