It depends on your dvd make, but the user guide should tell you, e.g. on my Panasonic, subtitles off/on is an option with each prog I wish to record (by scrolling down the guide menu). With a Goodmans, from what I recall, you go into Set-up or Function Menu and it should be an option there.
Some machines give you the option for individual progs, others let you choose subtitles on/off for ALL recorded progs indefinitely, until you change it.
If no user guide for your dvd make, I suggest you google it.