There's no real way to export a thread.
You can go to each page of the thread, right click in an open area, select "Save Page As..." The default name will be "showthread.php.htm", change that to "Page1.htm" and select the type as "Web page, complete", then click Save. Repeat for each page of the thread, changing the filename to "Page2.htm", "Page3.htm" etc.
Doing this will create html documents on your hard drive with folders for the images and other things. You can then go through each one of those html documents to view the info.
It's not perfect, some of the layout formatting will be lost, but it might get what you need done.
-G