Subtitles are supported. Closed captions are not supported. There is a difference between the two.
I am in the US, and you asked which titles I see the problem. I see the problem on over the 200 DVDs that I have. For example, all of the Bones, all of the NCIS, all of the Lawn and Order, all of CSIs, all of Criminal Minds, etc. You just pick your own DVD that says closed cpationing (do not pick any that says subtitles).
Also please be reminded that the DVDs with CC work fine on my TVs with DVD players. They do not work on my laptop and my desktop computers. They do not work with the Windows Media Center.
The Power DVD I am using is PowerDVD15. I am not able to find out what version it is. It is brand new, and I see nowhere I can click to check for updates and version.