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zhenia, your ideas about using DVDs are interesting. But how exactly would you 'slow down' a movie? You can't change the speed of the dialogue.
There are of course movies made specially for students...

I sympathise.
Here, since all the discs are pirated, you can't trust what's written on the box about the subtitles. Usually they'll let you check it at the shop and so you can be sure. Sometimes...

There is a piece of software called SubRip with which you can dump DVD subtitles to a text file. It's not the easiest bit of software in the world, but it does work.
Friendy posted a link to it some...