This isn't possible in Cycles just yet; You will need to move those objects to a different Render Layer. However it is possible on Blender Internal, using one of these methods:
By default, materials are lit by all lamps in all visible layers, but a material (and thus all objects using that material) can be limited to a single group of lamps. To enable this, navigate to the Material menu's Options panel and select a group of lamps in the Light Group field. Note that a light group must be created first.
If the Exclusive button is enabled, lights in the specified group will only affect objects with this material.
You can also use RenderLayers. If a light group name is selected in this Light field, the scene will be lit exclusively by lamps in the specified group.
Check the relevant wiki page.