I think what you're saying is, you want to download subtitles for the movies you watch on the DivX web player?
If that's the case then no ... well I'm not a 100% sure, but I really don't think it's possible to input your own subtitle stream into the DivX web player. The player just plays movies, it doesn't have anything to do with subtitles, so the sad answer is no.
Although it would be really awesome if they would implant that kind of feature in their web player, I would definitely use it.