Yes, you are using the parser correctly.
As Damien_The_Unbeliever points out, within the SelectStatement there is a QueryExpression property which will be a QuerySpecification object for your third select statement (with the WHERE clause).
This represents the 'real' SELECT bit of the query (whereas the outer SelectStatement object you are looking at has just got the 'WITH' clause (for CTEs), 'FOR' clause (for XML), 'ORDER BY' and other bits)
The QuerySpecification object is the object with the FromClauses, WhereClause, GroupByClause etc.
So you can get to your WHERE Clause by using:
((QuerySpecification)((SelectStatement)statement).QueryExpression).WhereClause
which has a SearchCondition property etc. etc.
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