> I´m wondering how I excludes files and folders from 
> downloading from a site?
See the FAQ - filters

There are two ways: strict filters: only accept what 
you want to accept:
-* +www.foo.com/*.html
will ONLY accept html files at www.foo.com

And additional filters:
-*.zip -*/foobar/*
will EXCLUDE all zip files, and all foobar folders