I'm hoping this is the right section(if NOT please move it the the right one, thx )

I have a little problem.
I want to download the great tv show 'friends' in DVD-R(with all the bonuses-the main reason why I want to download it)
the season I want to download:http://tti.nu/details.php?id=28102

my question.
I want to get subtitles into the each DVD(with the episodes) permanently so I can watch it on my DVD player.
since it's not a normal dvd-r with only one thing to paste the subs is it possible?

thanks in advance