Bear with me. I'm not sure this will work for TV Shows, BUT does work for movies purchased ON the Apple TV.
The below is something I wrote in another thread...
http://discussions.apple.com/thread.jspa?threadID=1818807&tstart=50
I have a folder called Movies 2 on my external containing all the DVDs I ripped. I made an alias of it and put it in my home iTunes Music folder. Although I don't think I needed that step, I wanted to so I can go there in the Finder and see everything. Then in iTunes I can Add To Library and have those movies available to syncing OR streaming to the Apple TV. The trick here is do not have that folder be in you iTunes Music folder being names simply "Movies". The reason for this is that if you buy a movie from iTunes, it won't put it in an alias for some reason, so it just puts it in the root iTunes Music folder. No big deal really, BUT if you buy a movie instead through the Apple TV, it simply won't copy back to your computer without an original Music folder in there.
NOW, back to your issue. I'm curious if you get rid of your TV Shows folder in your iTunes Music folder, and replace it with an alias of some other folder but name the alias TV Shows, then perhaps the Apple TV will not copy TV shows to your computer, just like it won't with movies without an original Movies folder.
If you try it, let us know.