Using the following code
\documentclass[11pt]{article}
\usepackage{caption}
\usepackage{subcaption}
\DeclareCaptionSubType*[arabic]{table}
\captionsetup[subtable]{labelformat=simple,labelsep=space}
\begin{document}
\begin{table}[ht]
\begin{subtable}{.5\textwidth}
\centering
$\begin{array}{ | c | c | c | c | } \hline
\ast & \ast & \ast & \ast \\ \hline
\ast & \ast & \ast & \ast \\ \hline
\ast & \ast & \ast & \ast \\ \hline
\ast & \ast & \ast & \ast \\ \hline
\end{array}$
\subcaption{Subtable 1}
\label{lab1}
\end{subtable}
\begin{subtable}{.5\textwidth}
\centering
$\begin{array}{ | c | c | c | c | } \hline
\ast & \ast & \ast & \ast \\ \hline
\ast & \ast & \ast & \ast \\ \hline
\ast & \ast & \ast & \ast \\ \hline
\ast & \ast & \ast & \ast \\ \hline
\end{array}$
\subcaption{Subtable 1}
\label{lab2}
\end{subtable}
\caption{Sub Tables}
\label{lab3}
\end{table}
\end{document}
I can produce the below table and subtables. One question is how to use 1a, 1b as label (counter?), instead of 1.1, 1.2. 
The second question is how to customize the cell size in an array? In the above example, each cell is an exact square, but if I type something inside, it become (not exact ) rectangle automatically. One can use \begin{array}{ | p{1cm} | p{1cm} | } to fix the cell width to 1cm, but I didn't find a way to fix cell height. Also, even one can fix the size, how to put the content in the center?
Final question is how to put a diagonal line or a cross in a cell? (I found a way which use TikZ, but if there is eaiser way? )
p{width}orm{width}. I can't believe it..... – user565739 Nov 24 '11 at 14:59\renewcommand\thesubtable{\thetable\alph{subtable}}should do the job. Please also take a look at the section "References" I have added to the very recent version of thesubcaptionpackage documentation. – Nov 24 '11 at 15:21