Playin .sub files

I got this movie, with subs in the form of a .sub file.
Anyone know how I can play this?
I have ffdshow/vlc/windows media player/winamp
I would not have to download anything, but if I must, I will

>>8
When it opens you customize things and stuff and crap and options and it's really not that fucking hard I wish people would try to guess how to work things cause it's really simple and wtfuckwadhadjfdjgsjh