Thank you both for your patience and help with this. I'm a complete dummy with the Terminal and being away from Ubuntu Linux didn't help much either. I've moved the files into my Home directory and ran ffmpeg and got this:
shadius@shadius-phantom:~$ ffmpeg -i JTHJ.mkv JTHJ.srt -map 0 -map 1 -c copy JTHJ.mkv
ffmpeg version 0.8.5-4:0.8.5-0ubuntu0.12.04.1, Copyright (c) 2000-2012 the Libav developers
built on Jan 24 2013 18:01:36 with gcc 4.6.3
*** THIS PROGRAM IS DEPRECATED ***
This program is only provided for compatibility and will be removed in a future release. Please use avconv instead.
[matroska,webm @ 0x20c79a0] Estimating duration from bitrate, this may be inaccurate
Input #0, matroska,webm, from 'JTHJ.mkv':
Duration: 02:56:01.50, start: 0.000000, bitrate: 320 kb/s
Stream #0.0: Video: h264 (High), yuv420p, 1280x544 [PAR 40001:40000 DAR 2353:1000], PAR 1:1 DAR 40:17, 24 fps, 24 tbr, 1k tbn, 48 tbc (default)
Stream #0.1(hin): Audio: ac3, 48000 Hz, 5.1, s16, 320 kb/s (default)
title : rvarun7777
File 'JTHJ.srt' already exists. Overwrite ? [y/N] y
Unrecognized option 'c'
Failed to set value 'copy' for option 'c'