japanese doramas and anime have japanese subtitles

I'm at a language school in japan and my japanese is really coming along but i was hoping to start watching dramas/animes also with the japanese subtitles now.

Do most dvd's have both english and japanese options for subtitles.

I actually just want to download them and i found some on d-addicts.com, but my players don't seem to be able to show the japanese subtitles. It just shows boxes instead of the japanese characters on vlc player.

Anyone have a solution for that? Thanks.

I do think it is because you don't have any Japanese font installed on your computer. Search on google how to install the Japanese language depending on your Operating System (XP, Vista, Seven, Linux, Mac, ect.)