No, you cannot interrupt a sequence structure.
One option is to put a case structure inside each frame you want to skip. Pass a true boolean from the previous frame to continue executing and a false to skip. Put the code in the true case and leave the false case empty (or pass any data through).
The better option almost always is to eliminate the sequence structure entirely. In simple cases the dataflow, especially the error cluster wire, can enforce the sequential execution and allow the flexibility to skip. For more complex programs (anything where the error clusters are not enough) use a state machine architecture. The simplest state machine consists of a while loop with a shift register to pass the next state value to the next iteration and a case structure with one case for each state.
Look at the examples, the design patterns, and many postings on the Forum for more information about state machines.
Lynn
