In your command file just add entries for what you want to backup, and leave out the SG's you don't want.
echo Current date is: >> EXCHFULL-SG1.LOG
date /t < NUL >> EXCHFULL-SG1.LOG
echo Current time is: >> EXCHFULL-SG1.LOG
time /t < NUL >> EXCHFULL-SG1.LOG
start /B tdpexcc backup SG1 full /tsmoptfile=dsm.opt /logfile=EXCHSCHED-SG1.LOG >> EXCHFULL-SG1.LOG
echo Current date is: >> EXCHFULL-SG2.LOG
date /t < NUL >> EXCHFULL-SG2.LOG
echo Current time is: >> EXCHFULL-SG2.LOG
time /t < NUL >> EXCHFULL-SG2.LOG
start /B tdpexcc backup SG2 full /tsmoptfile=dsm.opt /logfile=EXCHSCHED-SG2.LOG >> EXCHFULL-SG2.LOG
echo Current date is: >> EXCHFULL-SG3.LOG
date /t < NUL >> EXCHFULL-SG3.LOG
echo Current time is: >> EXCHFULL-SG3.LOG
time /t < NUL >> EXCHFULL-SG3.LOG
start /B tdpexcc backup SG3 full /tsmoptfile=dsm.opt /logfile=EXCHSCHED-SG3.LOG >> EXCHFULL-SG3.LOG
Check the redbook, I'm pretty sure there is an exclude function, at least thats the case in TDP for SQL - you can use it as follows:
C:\>tdpsqlc backup * full /excludedb=ReportServer,ReportServerTempDB
Again I would check the redbook to be sure.