Converting or burning an .mkv
Okay, just to add my two cents, I find that to burn or convert an mkv file you need to download two free software's. First is a software called Burn here.
http://burn-osx.sourceforge.net
Next you will need a conversion program called "ffmepgX" You can find it here:
http://ffmpegX.com
Install both programs onto your Mac. You will have to get some additional files for the ffmepgX program but they tell you where to get them.
Now open the ffmepgX program and drag the mkv file to where it says "Drop Here", under the summary tab. In the window to the right it will come up with a suggested conversion. Click and hold on that window and change it to "DVD mpeg2enc.
Now if there are subtitles that you want to be included, Click on the filters tab, and click on the VOB box. You will need to know what channel the subtitles are on, Usually on channel 2, so click where it says 0 and change it to the channel that the mkv has the subtitles on.
Leave the next box on "Burn" and it will burn the subtitles into the movie.
You can change or alter almost anything in the movie with this program but this will get you started. Click "ENCODE" and wait for it to convert.
After conversion, you may have many files, but the one your interested in is the "ff.mpg" file. This file will usually not open with Quicktime. You can open and view it with VLC if you want.
Now that the ff.mpg file has the subtitles burned into it you can convert it to any file format you want by using the ffmepgX conversion program. Or you can simply burn a disk with the movie and watch it as a dvd. To Burn a disk, drop the "ff.mpg" file into the BURN program after you click the tab for video and DVD. It will tell you that it is not a compatible file and ask if you wish to convert it. Say yes and follow the instructions till it burns on a disk.
This has worked many times for me. Let me know if you have any problems.