How to keep purchased songs off my iPhone?!

I have a playlist in iTunes in which I place the music I want synced to my iPhone. I have iTunes set to sync only that playlist and I have iTunes set not to automatically sync (I start the sync by plugging in the phone and clicking "sync").

There are some albums I purchased from iTunes that I do not like and do not want on my phone. I do not have these albums in my playlist that is synced. How do I keep them off my phone? I know how to delete them manually from my phone, but they are there again when I sync again. There are some albums I purchased from iTunes that I do want synced, and I place these in the playlist to sync.

Any help?

Thanks.