Well, it should be done in "indexing options" (found by typing it without quotes into the start menu search). Click "Modify", and you will have to browse for it. If you have the file that you do not want indexed open, read its location in the bar at the top. It may provide a good sence of where it is.
For example, if you are looking for the downloads folder, it is located at **Username**>downloads. It is the same in the index: Local Disk ( C: )>Users>**Username**>Downloads. you may have to search. Ask where something is and I will see if I am able to help you. But make sure the program is unchecked, and click "OK" at the end.
Additionally, You should be able to right-click the folder/drive, and under the general tab, to the right of the word "Attributes:", click "Advanced...". Uncheck "Allow files in this folder to have contents indexed in addition to file properties". Click "OK".