We consider using the ancestral selection graph (ASG) to simulate samples from population genetic models with selection. Currently the use of the ASG to simulate samples is limited. This is because the computational requirement for simulating samples increases exponentially with the selection rate and also due to needing to simulate a sample of size one from the population at equilibrium. For the only case where the distribution of a sample of size one is known, that of parent-independent mutations, more efficient simulation algorithms exist. We will show that by applying the idea of coupling from the past to the ASG, samples can be simulated from a general K-allele model without knowledge of the distribution of a sample of size one. Furthermore, the computation involved in generating such samples appears to be less than that of simulating the ASG until its ultimate ancestor. In particular, in the case of genic selection with parent-independent mutations, the computational requirement increases only quadratically with the selection rate. The algorithm is demonstrated by simulating samples at a microsatellite locus.