Has seen in the image above it seems that Splash PRO Ex can't loader neither the video (black screen) nor the subtitles correctly.
I opened the same MKV file (it's an anime) with both Splash Pro Ex and Windows Media Playe and it works fine with WMP, I appreciate the help, altrought it's not a big deal for me I would like to play it with Splash Pro Ex since it's my favourite one.