Perhaps you should try Media Player Classic: (NOT windows mediaplayer)
http://sourceforge.net/project/showf...ease_id=227046
I think it has the best support for Matroska (the author of this player is also the author of matroska splitter). But attention: You need to set in Options (Playback, Output) the setting "DirectShow Video" to "VMR9 renderless" or "VMR7 renderless" otherwise you won't see any subtitles.