New to macs? Click the link in my signature below (possibly even save it somewhere)
You may find some useful information there, good programs for starters.
What I do to save threads is click "user CP" at the top of the page. Under "Subscriptions" you have 2 options "list subscriptions" and "edit folders".
Select "edit folders" and Type a new folder name in the field given. Save it, and now you will have a folder to save threads in. I named mine "Archive".
I click "list subscriptions" check off what I want to save, and then use the drop down list at the bottom to "move to.." I then select the "Archive" folder.