How to use Closed Captioning in the Windows Media Player Windows Media Player version 9 and higher (Windows)
Windows Media Player does not currently support descriptive video. It does support closed captions. However, there are several requirements for closed captions to be displayed:
Windows Media Player must be in Full Mode (Control+F1), rather than Skins Mode. Windows Media Player has a variety of visual skins available, but few support the display of closed captions.
Turn on captions by performing the following steps:
Press Alt+P to activate the Play menu (this hotkey combination will work even if the application menu is not visible)
Select Captions and Subtitles
Select On if Available
In version 10 and higher, an additional step required in some circumstances because Windows Media Player's security settings block the display of captions by default. To assure that the display of captions is permitted, perform the following steps:
Press Alt+T to activate the Tools menu (this hotkey combination will work even if the application menu is not visible)
Select Options
Select the Security tab
Check the box beside "Show local captions when present"