How do I prevent iTunes from playing certain songs?

Uncheck the tracks or use Get Info and on the Options tab set Skip when shuffling to Yes. Unchecked tracks will be ignored durring both shuffle and sequential playback unless you specifically select that track to play it. Unchecked tracks are also normally excluded from being synced to your iDevices.

tt2

Another way to do it is...

1. Assuming your audio courses don't share a common feature (file type, album name, large file size, or whatever), then make their Genre, e.g. Audio course.
2. Create a smart playlist :
a) Playlist > is > Music
b) Genre > is not > Audio course

Updated:

Is there a way to lock access to my library music? Say for example I have a party and people a choosing songs but I don't want them to access ALL my songs.

No. If you are having a party and want people to use iTunes themselves, I *highly* suggest you create a new user account then use iTunes from this new user.
Then you don't have to worry about getting anything messed up on your computer (accidentally or intentionally).

Go to iTunes prefs > Advnaced and set the iTunes media folder location to /Users/Shared.
Go to iTunes menu File > Library > Organize library > Consolidate.
This will copy everything in iTunes to /Users/Shared/ folder and it will use this folder for all your media.
You can then delete your /Music/iTunes/iTunes media/ folder.

Now copy (not move) your /Music/iTunes/ folder to /Users/Shared/.
Log into the new user.
Move the /Users/Shared/iTunes/ folder to /Newusername/Music/
Launch iTunes.
Everything should be as it was in your account.

Is there a way to lock access to my library music? Say for example I have a party and people a choosing songs but I don't want them to access ALL my songs.

You can then delete the songs you don't want everyone to use.
Delete them from the library but do NOT delete then from the hard drive.

I updated my response above.

You can simply copy your entire /Music/iTunes/folder to /Users/Shared/ , log into the new user and then hold Option and *Choose library* then select the iTunes folder in /users/Shared/.
Then delete the items you don't want everyone to have . Delete them from iTunes and delete then from the hard dive (since this iTunes is completely separate from yours).

This will keep your entire libraries separate.
If something were to get deleted from this new user account, it is still in your account.