Are you using an HDMI, component or the tuner?
In most cases, broadcast signals (the tuner) such as OTA antenna and direct co-ax will enable captions. For other inputs, either a cable/sat box or other device would have to provide the captions from that device.
I have just purchased a Samsung LN40C630 K1F HD TV. On the Plug and Play menu the Closed Caption entry is off and faded. I don't seem able to turn it on. Is it not possible to have subtitles on this TV?
I'll appreciate your help>