Try "oRte.Directions(i).Select".

For example:

Sub Test()
Dim oMap As MapPoint.Map
Dim oRte As MapPoint.Route
Set oMap = GetObject(, "MapPoint.Application").ActiveMap
Set oRte = oMap.ActiveRoute
oRte.Waypoints.Add oMap.FindResults("Seattle, Washington")(1)
oRte.Waypoints.Add oMap.FindResults("Tacoma, Washington")(1)
oRte.Calculate

oRte.Directions(2).Location.GoTo
oRte.Directions(2).Select

End Sub