conversion issue

is there a conversion program that can change MKV files into the DVD player type files? (VOB files?)any help is greatly appreciated!

Yes.

You'll want to extract the subs, audio and video separately from the MKV file, using something like VirtualDubMod, then run them through a DVD converter (like Sonic MyDVD for easy click-and-go creation, or TMPGEnc if you're a little more adventurous). However, if you're planning to do this with soft-subbed anime you're in for a challenge getting the subtitles to work. Adobe Encore is the only DVD authoring program I've encountered that will import text-based subtitles without a shitload of hassle (and even then the timing can be flaky).