What I do is go where I want to start and then press F2. Then I go back to the start line, grab truck number 1, hold the mouse down, and press F3. You'll return to the spot you saved and drag the truck along with you.
http://cownap.com/~mtmg/traxx/menunav.html
It won't trip the checkpoints in order but it does allow you to begin where you want so you can check your work quickly and easily. You can continue doing that as much as you like. Once I've finished the last spot, I reverse the process to put the truck back at the start/finish line.
Note. I set computer opponents to zero so I don't enter the game back at the start line in the number two truck. If yours is the only truck, it's always number one.