If you look at the bar at the bottom of each post, you'll notice 3 buttons: Quote, (the one you should press) Multi-quote (I'm not sure what this actually dose...) and quick reply.
Alternatively, while editing a message for posting, hit the button at the top that looks like a speech bubble - the 'Wrap [Quote] tags around the selected text' button.
Multi-quote (I'm not sure what this actually dose...)
If you click the multi-quote button (it's the one that looks like "+ ) on several posts, then the normal quote button on any post, it will give you quote boxes from all of the posts.