I know you're already an accomplished language learner, but why bother listening to English audio if you're learning Portuguese in Brazil? If you really need subtitles, at least it should be the other way round: Portuguese audio with English subtitles (readily available in DVDs, and maybe some cable channels too).
Another way is watching dubbed movies on (non-cable) TV. If you've already seen the movie, then you don't care if you miss 80% of the dialogue.
Good point. Part of the reason really is that I couldn't find any Brazilian TV shows that I liked (Movies are better). And second, this phase is really for vocab and not pronunciation, so when I hear a English sentence and read its translation in the subtitles, I tend to remember the structure and some of the words. It just works for me.
Another way is watching dubbed movies on (non-cable) TV. If you've already seen the movie, then you don't care if you miss 80% of the dialogue.