Do what @Elf01 said: Select the text (which appears to highlight it), and then a Quote button should appear just above the highlighted text. Click it, and the correctly-formatted quotation will appear in your reply composition window.
This works whether or not you have already begun a reply. If you have not, it will open the reply composition window with the desired quotation. If you are already in the process of composing a reply, the quotation will be inserted at the cursor (the point where you last typed).
This allows you to quote from multiple messages in the same reply.
You can even quote from a different thread.