How to Compile or Link Emails for Printing

I would like to be able to compile or link email messages in order to print
(sometimes VERY long) threads, in much the same way that I can do it inside
WebCT or another discussion program.

Does anyone know how to do this in Outlook??? I've searched in several
places for help, and can't find anything relevant to this topic, so I thought
I'd come here. I've been copying and pasting into a Word document in order
to save paper and get messages into a single document for printing, but I was
hoping it could be done by the program itself.

Can anyone help??

Thanks,

Allison