You can print messages at any time by using the print option native to your web browser. However, unless you enable the Split Thread Frame option, your print operation will print an entire thread. Since you may not always want to print an entire thread, Forums allows you to print a single forum message.
The Split Thread Frame option divides the Forums display into three frames: one containing the list of forums and threads; one containing message titles in the thread; and one containing the current message. See Conference Options for detailed information about options you can set.