You can change whether images in your gallery are published or not. Edit the image and click on the Advanced Options tab. Having said that, just because it's not publicly visible doesn't mean you wont see it displayed in your gallery when logged in. It may still look like it's on show to you even though you set it not to show.
Have you tried changing the album/tag that the pics are held in from enabled to erm... not enabled (i.e.un-checking the box) as well as disabling the individual images themselves?
I remember having to go through this some time ago and it took some fiddling to get everything hidden.