If you are exporting using 3DXML format, you can Exclude any product you want during the export process. Check the documentation?
If you are exporting using Catia V5 Files, it seems that Exclude is not available. However, if you first Unload the models you don't want exported, then the export appears to run using only what you have open in session. Same for STEP. Right-click in the Tree and click on 'Unload.'
A note on the Unload functionality: This will drop models out of your session, but does not alter the product structure. It will appear the same as if the child part was deleted, but it is not deleted at all. If you re-open the parent assembly, everything will be reloaded again. (Search your product and Open it again; you do not need to close your product first) There are some times where this is very handy.
-Mark