At the Create List stage, you have the option to exclude contacts from the mailing.
The Exclude options may be used to avoid sending repeat mailings out to people or to prevent sensitive or irrelevant information from being received. Contacts that are excluded will be set as 'Do Not Mail' for the current mailing only.
Excluding contacts
Find the mailing record and make sure it's at the Create List stage.
Click Exclude and select one of the options below:
Contact
Group
Saved Search
The excluded contact(s) will appear greyed out, on the Details tab, in the Recipients sublist.