some script that I found useful.
By using this bookmarklet:
javascript:(function(){if(window.myBookmarklet!==undefined){myBookmarklet();else{document.body.appendChild(document.createElement('script')).src='https://raw.github.com/ilkosta/lab/master/transcript2vlc.js?';}})();
you can download the subtitles for VLC from the lynda.com page. When you are visiting a course page in lynda.com, you can go to the transcript-tab and click on the bookmark to download the vlc file.