Need to print out iPhone text messages
Okay, I think I see what's happening:

As it sounds like you may have already figured out, you can forward multiple texts by:


Holding an individual text until the "copy/more" dialog pops up.
Picking "More"
Clicking the circle next to the left of each text you want to forward.
Clicking the "share" arrow on the lower right
Picking who you want to send them to


But, there are two possible problems:


The "recipient" you're picking in step 5 above is the recipient for a
text or iMessage; there's no way to select email instead.
The forwarded texts lose the "speaker" indicator, so with multiple texts, it's a little hard to see who said what.


If you only care about getting the messages into an email (and don't need the speaker) first issue, the easiest solution is this:


Go to the text you forwarded yourself with all the texts lumped
together (that you got by following the 5 steps above)
Hold your finger on it until "Copy/More" appears
Pick copy
Copy it into an email, and send it to yourself, print it, etc.


If you need to print something that indicates who was speaking, your best bet may be this:


Go to the beginning of the dialogue you want in your texts.
Hold the Home button, and press the power button without letting go of home.
You'll see a white flash, indicating that the hone took a screen capture.
If all the messages you needed didn't fit on one screen, scroll to the next set, and repeat. 
Once you have done this for all the messages you need, go to the "Photos" app, and open "Camera Roll" - you'll see those screen captures as the most recent images.
Click "select" in the upper right corner, then select all the pics you need.
Hit the "share" button in the lower left corner, then pic "Mail"


That will let you email yourself (or anyone else) printable images of the text conversation.  Note that they'll be pics, so you can't edit the text, etc.