Bob T,
You can save an individual post by using the small "fwd" button on top of each post. That will allow you to e-mail the post content to yourself, then you can either keep it in that e-mail form or convert it using the "copy" "paste" functions of your word processing program into documents. I do that with particularly interesting or applicable posts. I don't remember if that e-mail comes with any photos that might have been in the post, but if it doesn't, you can also right click on the photo you want to save and incorporate it into the document you've made of the post you e-mailed to yourself.
I'm not aware of a way to save an entire thread other than to just bookmark it...
