I assume you are using the LLBLGenProDataSource in a web application.
Then you will need to set LivePersistence to false, and handle different events as shown here.
Then on the PerformSelect handler you would use the ExcludeIncludeFieldsList as follows:
protected void MyGrid_PerformSelect(object sender, PerformSelectEventArgs2 e)
{
using(DataAccessAdapter adapter = new DataAccessAdapter())
{
adapter.FetchEntityCollection(e.ContainedCollection, e.Filter, e.MaxNumberOfItemsToReturn,
e.Sorter, e.PrefetchPath, myExcludedFieldList, e.PageNumber, e.PageSize,);
}
}