you should be abnle to do it with Windows Movie Maker. if you are using windows XP or later it should be pre-installed on your PC. if not it is a free download from Microsoft (imagine that, Microsoft giving something away .....Free).
i use Pinnacle Studio HD and it has the feature as well.
it should be as easy as creating a text box (seperate frame) and placinging it along the timeline of the of the video file as to where you want it to appear.
you might want to look it up on Youtube, there is alot of instructional videos on there if you poke around a bit.
Good Luck
Steve