I have a Mac and really need Closed Caption on my downloaded videos.

Most DVD's have a Closed Caption option. Is there any way I can tell if video might have Closed Caption before I start a download?

For example: I am often given the choice of downloading videos in AVI, MPG, MP4, MPEG or MOV. Is one compression method better then the others for Closed Caption?

Is there any way to preview a video to determine if it has the Closed Caption feature activated?

Thanks,
Phil