Brannie spent a lot of time creating those help pages, and we thank him for doing so to help all of us. I first learned to multiquote from reading his page, so it's ironic that one had to explain it to you here...
If you look at each message, there is an icon which incorporates a quote mark and a + sign.

Click on the icon in each message you which to multiquote, then click on the icon to the left called "Quote"

, this should take you to a full editor screen where you can insert your words between the quotes themselves. Hope this helps.
Note that when you've clicked the multiquote icon, it changes from

to

(the + turns to a - sign). The icon with the - sign can be used to unselect the particular post before you hit the Quote button.