Subtitles don't read with .MP4 and .MKV files, only reads on .AVI

My WD TV Live only reads the subtitles (They are in the same folder and the same name) if the files is .AVI and subtitles .SRT normal; is I try to read a .MP$ or .MKV file, it not recognize the subtitle.

PS: Using always throw Media Share

Someone can help me please?

Does this happen even if subtitle files are named exactly like the movie file it belongs to?