Alternatively, if you actually buy the dvds they will have an option for English subtitles. You would just need to make sure the DVD you get has the right region code for you or you have a DVD player/computer that supports it.

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You can search for some peer-to-peer download site and search for it. The results can be rather hit-or-miss and it IS illegal (though nobody has ever been prosecuted for downloading a TV episode). One site you might try is: http://www.tvsubtitles.net The site is basically safe. I scanned for any security flaws and it was given a good review. I don't know if they demand money (I don't think so, for episodes) . You'll have to find that out yourself and decide.