Best way to create closed captions in Premiere CS6? No 3rd party software! First let me get this out of the way: I can not use any third party software to load captions into my videos. With that said, what is the best way to get Closed Captions into my videos (it's about 5mins long) with Adobe Premiere Pro CS6? 

IF I must type it in, that's fine...but tell me how. I'm a newbie. Thanks.
To answer your question, you can't create Closed Captions in PP CS6. It's a new feature only available CC onwards. 

Source: From Adobe forum 
You have a few choices -- there are two commercial products that I have used and know about, to create sidecar closed captioning files that are usable in PPRO and follow industry standarads for CC: CPC (www.cpcweb.com) makes a authoring program called 'MacCaption' for MAC and 'Caption Maker' for WIN. Also, a German company (www.zeitanker.com) makes a program called 'Annotation Edit'.