Hi alexandros!
I think you only have two alternatives:
1. Go to Subtitles preferences (
CTRL+P then
Subtitles), once you are there, click on the "Font" button and choose "Greek" as writing (at bottom-right corner).
2. If alternative #1 doesn't work (but it should), then I think you have to install support for Greek language (probably with the XP installation CD :P )..
Good luck and let us know if you'll be able to see subtitles correctly formatted