Setting up a category that does NOT appear on the front-page loop

Hi: I put this under "Advanced Wordpress" even though I don't know exactly how "advanced" a problem this is. I want to set up a blog category where none of the posts in that category would show up on the main front-page loop. How do I go about doing this? Is this a matter of setting up a loop for this category only? Or do I use a custom post type and then set up a loop for that post type only? Any ideas, anyone? My thanks in advance --