Hardsubs is the subtitles/wordings that are permanently/forever "printed"/"displayed" as part of your video.

And I found a website that shows how to make hardsub so that we can burn vcd/dvd with subtitle in it so that can watch on vcd/dvd player. It is quite simple.

http://www.divxland.org/permanentsubtitling.php

Just need 3 softwares :
VirtualDub -- Video edition and conversion utility
VirtualDub subtitler filter -- VD filter to embed SSA subtitles with video
DivXLand Media Subtitler -- Subtitle editor and converter

You can even change the font type, font size and color of your subtitle.