woh, did I miss something here? Not sure how double/tripple posting got thrown in here...
But to answer your question, do you see the button to the right of "quote", it's the one that looks like a sheet of paper with a quote mark and a "+ on it (
)? Click that on every post you want to quote EXCEPT THE LAST POST. When these are clicked they turn red to indicate they have been selected, and clicking them again will deselect them. On the last post you want to quote, just press the normal quote button.