Capturing an entire thread

As an IT biff, could some kind soul tell me if it's possible to capture a thread as a Word file or similar so it can be printed off?

My printer will not allow me to highlight & print the thread, the vatars force the text off the page. Also, it takes ages to do each page that way.
Open a blank Word document then go back to Internet Explorer.

Go to the page you want and, at the top left of your screen, click "Edit." Click "Select all."

Switch to the Word document, put the cursor on the page, right-click and click on "Paste."

Give it a while and it should all be there.

Repeat for additional pages, putting these at the end of the stuff already copied.

You may have to delete a few empty lines or unwanted bits that crop up, but that's about it.

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