Try this one.

Sub SelEmpty()
Dim EmptyCells, MyCell As Range
Dim First As Boolean
First = True
For Each MyCell In Range("A1:I9").Cells
If MyCell.Formula = "" Then
If First Then
Set EmptyCells = MyCell
First = False
Else
Set EmptyCells = Union(EmptyCells, MyCell)
End If
End If
Next 'MyCell
EmptyCells.Select
End Sub