As has been mentioned in comments, you can't. That's okay, because it's not usually necessary to do so. Models can usually exist just fine as multiple objects.
Every once in a while, you want a single object with some stuff mirrored and some stuff not, and you want or need that to be live. In that case, rather than limiting the mirror modifier, you can run a full mirror and then use a mask modifier to delete some mirrored geometry:
For each object that you don't want mirrored, select it, create a vertex group (we'll call it "mirrormask.L"), and assign all vertices to that vertex group.
Join all the objects. Create a vertex group on the new object that mirrors your first vertex group-- so in this case, "mirrormask.R".
On your object's mirror modifier, make sure that "vertex groups" are enabled (default) and that merge is disabled.
Give your object a mask modifier. Specify the vertex group of the mask modifier as mirrormask.R, then invert the vertex group with the button to the right of its field on the modifier.
If you need mirror's "merge" functionality, you can give it a shot. It might not cause any problems-- it depends on your specific geometry. An alternative to merge is the weld modifier, which can be used after masking away any unwanted geometry.