You are able to restrict the download availability for specific Sets within a Collection. To choose which Sets are enabled for Download, go to the Collection > Collection Settings > Download > Advanced Options > Restrict Download for Photo Sets. From here, you can simply change the Sets from "Available" for Download to "Unavailable" for Download if you don't want clients to be able to Download these images.
Sets that are Unavailable for Download will not appear on the Download screen:
Can I only allow certain "Sets" to be downloaded but not the others?
Adjusting the "Available" or "Unavailable" Setting is the perfect way to control exactly which Sets your client is able to download through the Gallery.
Note: If you have some Sets marked as "Unavailable" this will apply to all Digital Downloads (Single Photo images from those Sets, full Gallery Downloads, and Store Orders). This may also impact your ability to Download the images in your client's Favorites List (if they were picked from a Set which was "Unavailable").