My smart playlist keeps pulling extra songs down through icloud, how do I prevent this?

I have a favorites smart playlist that is a good mix of songs from my library. This is the only list I have on my iphone because of memory constraints. I like my mix. But now I'm getting the iCloud download sign on songs in the list and it starts playing all those songs that apparently are from same album, but are not on my favorites list. How do I prevent these songs from playing on my iphone when I'm playing that list?