svn has an "ignore" property you can attach to a filename pattern or a directory. Files and directories that are ignored won't be reported in "svn st" commands and won't go into the repo.
Example: you have C source code in .c and .h files, but the compiler creates a bunch of .o files that you don't want subversion to bother telling you about. You can use Subversion's properties feature to tell it to ignore these.
For a few files in one checked-out working directory, for example myproject/mysource/
bash> svn propedit svn:ignore mysource
In the text editor that pops up (in linux, probably vi or whatever your EDITOR env var is set to), add one filename pattern per line. Do not put a trailing space after the pattern (this confuses svn).
That's all. You may want to do a commit right away, since sometimes svn gets fussy about users making too many different kinds of changes to files between commits. (my rule is: if in doubt, commit. It's cheap)
For a type of file appearing in many places in a sprawling directory tree, edit the subversion config file kept inside the repository. This requires the repository administrator's action, unless you have direct access to the repository (not through svn: or http: or file:, but can 'cd' to the repository location and 'ls' its files). The svn books should have the details; i don't recall offhand right now.
Since i don't use Tortoise, i don't know how directly the description above translates - but that's why we have editable answers (joy!)