As outlined in The WordPress Gallery, uploading an image whilst working on a page creates an association between the image and the page. This association is used to create the final, page-specific, gallery.
Occasionally, you want to add an image to a page but don't want it to appear in that page's gallery. How do you do that?
The answer is a lot simpler than you might think.
Don't upload the image whilst working on your post or page.
To ensure that any given image is not added to a Post's (or Page's) gallery, upload the image using Media-Add New option within the Administration area. Because this option is available outside of any Post or Page edit screen, no post, or page, association is created for the uploaded image. It is simply added to the Media Library where it will be available for use in any Post or Page.
When you want to add the image, use the Add an Image option and then select the Media Library tab. If you have a large number if images in your Media Library, use the Search Media box to find your image.
This is one time when giving each image a human-readable title really comes into its own!
When you have located your image, use the "Show" link to display the standard image insertion options.