MSDN has a web based news reader for all the microsoft public newsgroups at http://msdn.microsoft.com/newsgroups/.
But if you scroll down to the bottom, there is a link “Copy URL of this post”. Click it and the URL will be copied to clipboard. Now you can paste it.
Edit: Somehow I forget to add the most important part of this post -- how to copy url of the post. //shame. Add it