edumatt,
If you have a Divx compatible player you can convert the .srt subs to XSubs which are actually pictures of the characters and does not need the fonts to be built into the player.
You can do this by getting the free program AVIAddXSubs.exe here:
http://www.calcitapp.com/AVIAddXSubs.php
This program will creative a divx (avi) file that has the Hebrew character subs attached directly to the avi file. The program works with several languages and character sets and I assume it works well with Hebrew. It works great with English. I use it all the time.
LeapinLar