Well, how do I?
Within the thread, there is a number unique to each post, near the top right of the post itself. Yours, in this thread, is #1, mine will be #2. Click on that number, and that individual post will appear in a new window. Highlight the address bar, paste into your reply, voila!
You don’t have to click on the post. Right-click on it instead, and select “co;y link location” (Firefox) or “copy shortcut” (IE). Then paste into your reply. Voila!
But that only shows the one post. To show the post in context, do the above with any of the 4 links at the left of a post. The post number is the number after the “p=”. Extract that and code this:
[****post=nnnnnnn]post caption[/post]
example
[post=7036983]post in context[/post]