HELP: SUB file not loading!

Hello.

I downloaded a french movie (Haute Tension) that came with english subtittles that came in a SUB file form. The movie plays fine but when i try and load the subtittles it doesn't work. The movies file name and sub file name are the same. I am kinda lost and fucking annoyed because i want to watch the movie and understand what they are saying. Can anyone please help me?

Also the movie came with an IDX file, what is that for?