Next to the Quote button in the lower right corner, there is a button with +" on it. Press that for each message you want to quote, and when you go "Post Reply", it puts all the quoted messages in there. You still have to split them up or delete the parts you want manually. You could also do the whole thing manually. But the multi-quote thing puts in the username of whoever said it and links back to their posts, so it is very convenient.
Also, since we're on the subject, the "Report Message" button is the red and white triangle in the upper right corner. If you are from the US, it looks like an inverted "Yield" sign.