To add emphasis, you cannot do Quick Reply/Post Quick Reply (using the box at the bottom of the thread page) with multi quote; it will only quote a single post.

After you've clicked on all the posts you want to quote, in the order in which you want them to be quoted, (and watched the multi quote buttons turn bright pink) you must click on the Post Reply button/icon on the lower left, just after the last post on the page. That takes you to a new page, where all of your quotes will appear in the big white box.