Create select.py

This is an extremely trivial piece of code on which you can build to
add conditions to only select certain lines etc.
Essentially this is not really doing anything that you can't already
do with awk/perl but it's just much easier (IMO) to build upon and
extend.
Here's an example of how you could use this script if you wanted to only select probe sequences on chr 19 from
the ImmunoChip support file:

cat Immuno_BeadChip_11419691_B.csv
| python select.py -f Chr,Name,AlleleA_ProbeSeq,AlleleB_ProbeSeq  |
grep ^19,