How to print out an answer without printing the entire set?

Another thought, do you have a print preview available? You could just set the printer to print the single page you are interested in rather than 'print all'.

Be careful with your mouse placement. Put the cursor directly beside the first word in the reply you wish to highlight, left click and hold down and drag over the text. Don't stray too far from the text or you will end up highlighting everything on the page. It may take a little practice.
I only suggested wordpad because it comes with windows, or at least it did up to windows 7, I haven't upgraded beyond that yet. Any document program will do.

Running Windows at work; not sure about Wordpad, but it refuses to let me highlight ONLY PART of the replies.

If you are running windows you can open wordpad, then highlight the answers you want, right click to copy, then paste into wordpad and print from there.

I would cut and paste it into a word document.