Hi,
it seems you got some problem with MX Player and subtitles. The best how you can fix the issue is do following:
1) make sure you can login on
www.opensubtitles.org - so you know your username and password
2) open MX Player on your Android device, go to menu:
Subtitle -> Online Subtitles -> Search and tap on "opensubtitles.org"
3) fill your opensubtitles.org username and password and tap OK
Now you should be able to download subtitles from MX Player