8 of 9Image
Name the file anything you'd like. Make sure the "Web Page, Complete" type is chosen, or equivalent depending on your browser.
Navigate to where you saved the webpage. You should see something like this. Click on the HTML file you've saved to open it up.
You should be back at your Activity Log. Notice, however, that this is a local file: you don't have to be on Facebook to browse everythign as it's now stored on your computer. The links will still take you to Facebook, which requires being online, but everything else is now stored offline.