My Sony Bravia KDL40HX800 led tv plays divx videos but cannot read external subtitles, they dont even appear when I open my usb connected on the tv. Please tell me which steps should I follow so as to enjoy my movies! Do I need to download any codecs? I thank you in advance, Irene

Read the manual.
See attachment. Support for BRAVIA LED TV LCD TV HD TV 4K TV

Some TV models have a USB port so that users could play videos and movies from USB on TV. You can try the following steps:

1. Connect your readable and writable USB drive to computer
2. Copy your movies to USB drive and then disconnect your USB drive from computer.
3. Connect the USB device to the Sony TV USB port. Turn on the connected USB device if necessary.
4. Press the HOME button on Sony remote controller to open the menu.
5. Enter the target USD drive.
6. Select the file you want to play back, and then press the play button to start playing movies on TV via USB drive.
It's quite easy to play movies from USB on smart TV devices.

Hdmi are located back side bottom of the led

Currenly Sony TV and Palystation only supports videos in MPEG-1, MPEG-2, MP4, WMV, ASF, DivX HD.
In order to play MKV on Sony TV, we had better convert MKV to Sony TV compatible format.

rename the subtitles as the same name of the video., try copy and paste from the movie name

yes you need install software km player its a free download from google and watch

You could find the manual here http://www.docstoc.com/docs/63734879/HDTV-User-Manual-Sony-KDL40HX800-40-inch-1080p-240Hz-3D-Ready-LED-Backlit-LCD-HDTV--Sony-BDP-CX7000ES-400-Blu-ray-Disc-Mega-Changer-_Black_ ... Hope this helps

this will not work by it self you will either need to buy a computer with media software that will support your hard drive or a DVR that will support you hard drive.
the hard drive connected to the device you have tried to connect to are not smart devices they will not support a stand alone external drive even though there is a usb port.

It seems that subtitle file must have exactly same name as movie file. For example: Movie file: Mission impossible.avi Subtitle file: Mission impossible.srt or Mission impossible.sub or Movie file: Mission_impossible.avi Subtitle file: Mission_impossible.srt

it is quite easy to play those anoying subtitles first name the same way both files (video file and subtitle file) example movie.avi movie.srt be sure that both files are in the same folder second: insert the cd/dvd in the yht-630 when the menu appears select the subtitle file using the arrow keys and press the "subtitle" key after this at the screen you will see -> subtitle selected finally select the file that contains the movie (again arrow keys) and press "ok" or "play " key the movie will start and the subtitles will appear. it functions with sub and srt files