Go to the CF menu, second one, custom controls. Then, go to the one in the right column, at the bottom, called Multi-Controller AF point direct selection. Its default is off, hit it and select AF point direct selection. Now focus the camera and move the Multi controller (joy stick), you can select the AF point with out going in to a menu!
If this has been covered, great, but I just noticed it from a post to something in another thread.
Note, I only use spot AF and have the other modes turned off.