The problem is that you have modelised in another "World"! (Polygons: segmented lines)
MOI is "Nurbs" lovely smooth curves! :)

You have not yet specialised select tools for select "segments" as your elephant!

But subdivise it one time with Subdivision by Max Smirnov
http://moi3d.com/forum/index.php?webtag=MOI&msg=6674.426

Now you can draw any Line - curve in any orientation above your volume (here the elephant)
and project it: Menu Construc / Curve / Project for have any section curve
or any form projected that you want!

So any selection! ;)