I did, but I didn't realize till I started watching, lol. I just wanted the pretty .mkv-ness.
Oh, if it's a mkv it's probably bilingual and you can change the audio to Japanese if you use Media Player Classic! ^^
Or
VLC, which is my personal favourite; you can change the audio and enable subs in a handy right-click menu. But sometimes they start playing english audio before you have the chance to switch it, or I forget...which is why I made Japanese my default language

Here is a screencap of Helen Mirren's "Queen" in Japanese, with English subtitles: