You can store the items in an object collection and then select the object collection at the end:
Dim SelSet As SelectSet = ThisApplication.ActiveDocument.SelectSet
Dim Storage As ObjectCollection = ThisApplication.TransientObjects.CreateObjectCollection
For Each Item In SelSet
Storage.Add(Item)
Next
SelSet.Clear
MessageBox.Show("Cleared Select Set", "Title")
SelSet.SelectMultiple(Storage)
MessageBox.Show("Returned Select Set", "Title")