Is it possible to download a Brit TV show with English subtitles? If so, how?

It's rather easy. I'm not a native english speaker either so I used to download subtitles to the shows. There are several sites with subs, download the ones you need and then put it into the same folder as you have the show, preferably give both of them the same title and just play the show in BS player, JetAudio or other player that supports subtitles.