There are two ways to save your threads.
The easiest is to just save the webpages. Go to File->Save Page in your browser, enter the location on your hard drive where you want the thread saved, and select something like "Web page, complete" (if your browser has that option). If your thread is more than one page, do that for each page. This will make a local copy of the thread on your hard drive, which you can open with your web browser at a later time.
You can also print the page to PDF, which is a little more tricky (and more OS-dependent).Recent versions of MacOS and Windows come with a print to pdf option already, otherwise you might have to download a separate program (people suggested CutePDF or PrimoPDF). Go to print the page, and instead of selecting the printer, select the PDF option, which will create a file on your hard drive.
-Natasha