Click on your profile link so you see your page. Click on your friends list.
When you click on your friends list, your friends will have a button to the right of their name. Hover over that button and a drop-down list similar to this will appear:
See where I circled in red "Add to another list..." -- click that.
You will then get another box, with any lists you might have already created. If you don't have any it (it might already have Recently Added by default) at the bottom of options should be something like "+New List" -- click that.
It'll give you a blank box to type in a list name.
Call it something you'll know what it means. (They can't see it.)
Then, when you go to post, you can control who sees what. To the left of the post button on your profile, there's a little option where you can control who sees a post. (I already have my profile set by default so that only my friends can access my my wall, but sometimes I post things that I set to be viewable by the public, like news links.)
When this window appears, you can assign the post you're about to share to only share with certain people, OR you can set it NOT to share with certain people. Either by person (if there's only one or two you don't want to see it) or by list.
HOWEVER, be careful how you're posting. In some cases, this can change the default mode you post. So pay attention when you post how and to whom it's posting. Also, this is for the web browser version. Phones, iPads, etc. might act differently.
Hope this helps!