If it's not a Sticky and you want to archive it to your PC, go to the File Menu, select File, Save As, select Webpage Complete, then save it to your Desktop, or a new Folder of your choice.

I've been building myself a nice personized Folder of excellent Forum threads that I want quick easy access to, rather than using the Forum Search function.

The only limit to what can be archived is the size of your hard drive (and individual threads saved in this manner are relatively small)...