With Palm Desktop running, and ALSO HOTSYNC RUNNING (depending on your setup either have it running at startup, while Palm Desktop is running or as I do - start it manually) . . . look at top bar.
Under "HotSync" button, drop down to "Custom." I say Hotsync has to be running, because if it isn't "custom" won't be "lit up" and you can't access it.
This will bring up a window with all the conduits - you can elect to have handheld overwrite, desktop overwrite, do nothing . . . etc. Very handy in case you have an atomic clock sync on your PC, for example, but don't always want to sync the Palm to it (that's a freeware program). The "default" can be "do nothing," but you can change every now and again to "synchronize" but don't set it as default. It will synch it once and not again until you instruct it.
Being able to have Handheld Overwrites can really save you in certain instances, and so can the opposite "D/T overwrites."
For something NOT to be backed up, just instruct that conduit to "do nothing."
If already backed up and you don't want it on your PC:
You will have to find palmone/user/".bak" files however, if you don't want them on your PC at all for privacy reasons or whatever. Doing a PC search for ".bak" will usually find them. These can be encrypted and put "away somewhere safe," and then not re-synched folliwng the instructions above -- whatever suits your needs.
If privacy is a concern, remember that a password can be assigned on the palm and Desktop told to HIDE private records - you will then have to eneter the pasword to access private records (or even open up Desktop if you wish).
Hope this helps -
/p