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Scroll to the bottom. I don't mean choose the month you joined Facebook. I mean literally scroll all the way down, making sure that everything loads in your browser.
Once everything is loaded, you'll want to save it with your browser. In Chrome, click the wrench icon and choose "Save page as..." In other browsers, look for a similar option in the "File" menu or equivalent.
Name the file anything you'd like. Make sure the "Web Page, Complete" type is chosen, or equivalent depending on your browser.