Есть два пути
driver.FindElement(By.XPath(".//*@id='steppersonalInfo']/div[2]/div[1]/div[1]/div")).Click();
driver.FindElement(By.XPath(".//[@id='steppersonalInfo']/div[2]/div[1]/div[1]/ul/li[4]")).Click();
И еще один способ
IWebElement Month = driver.FindElement(By.XPath(".//*[@id='ui-datepicker-div']/div/div/select[1]"));
SelectElement clickmonth = new SelectElement(Month);
clickmonth.SelectByText("May");