Displaying subtitles on top of an online video

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https://bbs.archlinux.org – First of all, hello! As the title suggests, I'm trying to use an utility that allows me to watch an online video with subtitles. I know MPlayer can do this (creating a small window with subtitles only) and I really like a software I've used in Windows and which also works in Linux (with Mono installed), that's called Greenfish Subtitle Player. And it works, the problem is that when I play the video in fullscreen, the little window with the subtitles dissapears. The same happens with MPlayer.That's shouldn't happen. Does anyone know a way to fix that? I want to see the (HowTos)