As chl says above, the only way to do this in gnuplot is rather hacky: you have to use gnuplot's terniary ?: operator to generate a numerical error on the points you want to filter out of your dataset.
I may be biased here as I'm an author on the project, but you may want to have a look at Pyxplot http://www.pyxplot.org.uk (also free and open source), written by a group of gnuplot users who were a bit fed up with hacky syntax like this.
Its syntax is very similar to gnuplot, but with extensions. For what you want, you can specify a "select criterion" in the plot command, and points are only included if it tests True. See http://pyxplot.org.uk/current/doc/html/sec-select_modifier.html for more information.