Each post has a number, like yours above, which is #1. look to the upper-right of the post box, you'll see a link for #1. You can click that, and then bookmark the post in your browser.
You can also click the "thread tools" link and "subscribe" to the thread, and in your User CP area you can access your subscribed threads.
I don't know of an easier way to do it in the forum software.