It might be enough you you change Column() to AsColumn() or Column()[] or Column()[Row()]. Also depending on what you are doing, there might be quite a few ways how you could simplify your code (using Contains instead of Or(), For Each instead of For...)
Names Default To Here(1);
dt = Open("$SAMPLE_DATA/Big Class.jmp");
i = 1;
dt << Select Where(Contains({"JOE", "F"}, AsColumn(dt, i)), Current Selection("Extend"));
wait(1); // for demo purposes
i = 3;
dt << Select Where(Contains({"JOE", "F"}, Column(dt, i)[]), Current Selection("Extend"));
-Jarmo