I assume you mean you want to save a forum thread to be able to read it offline? There are a couple days to do this from a PC:
(1) You can install a PDF printer and simply print out the pages as PDF documents.
(2) You can save the entire page to a folder on your hard drive. There should be an option somewhere in your browser to "Save Page As..." (typically with the keyboard shortcut of [CTRL]+[S]). In Firefox, for example, it's located under the "File" menu on the toolbar. Just make sure, if the option exists, to save the complete webpage. This will create a copy in the specified directory, saving all attached images in the thread, which you can then open in your web browser any time without being connected to the internet.
If that's not what you mean, and are just looking for a quick way to access the threads, then simply bookmark the page.