Mail 7.3 with iMac running 10.9
I assume you are talking about same email with multiple messages (emails) in it.

In order to print specific email embedded in that email chain:

Select the single message window: It will have a highlighted border. 

The other emails will be separated with page separator.

It looks like this (sorry I had to black out my personal info), but you can see 3 emails in this chain and only the top one is selected for printing.



In top Right (circled) of that window you will find the Print Icon, that will print the selected message only.