save facebook converstations to computer?

[likely suspect]

I need to know how to save my facebook conversations with my husband so I can print them and use them to apply for his visa. Ive tried copy and paste into word, but it doesnt show what the words are, only squares. Ive tried saving it as a PDF but its over 3000 pages, so Im hoping to be able to search eg "sep 2010 - feb 2011" and print that or save it for printing.....

any help appreciated....
@ivan that doesnt work due to the scroll bar in fb..... as i said, its OVER 3000 PAGES

[Ivan]

Print screen the conversation, then go to paint or Microsoft word and paste

[Daniel]

If Copy and Paste Doesint Work Than There is No Way to Save it to the Computer as Thats The Only Method you Can Use To Get them Off From Facebook