At the top right of the thread, under "New Topic", there's a drop down Options button. From there you can "download this topic". If you choose Print version, HTML or Word you'll get all of the pages in a single document.
Unfortunetly, this doesn't appear to work for really, really long threads. I tried it on one of the PIF threads that's 60+ pages long and only got up to March 8th, 2008 on the posts. Guess the thread is too long to export.
Hope this helps a little.
---John Holmes...
Look for the last post in the thread. Bottom left corner of that post, it says SEARCH (enter keywords). That will search the thread.