uTorrent 2.2.1 does not give you a file list before the torrent is added to the queue. All uTorrent versions, however, let you select files within a queued torrent and change download priority or skip certain ones.
If you don't have "Don't start the download automatically" checked (under Preferences>UI Settings), ALL the files in the torrent will be automatically created immediately, just with no data at all; they'll just be dummy files of 1 KB or so. This means that, even if you immediately stop the torrent and select files to skip, even the files you don't want will still show in the folder, which can get very confusing. Additionally, If you have "Pre-allocate all files" checked (under Preferences>General), all of the files, unwanted or not, will also take up the space they would have if they were actually complete (just filled with null data).
So, in other words, set uTorrent to NOT automatically start or pre-allocate files, then download your magnet link; the unstarted torrent will show in your queue. Select that torrent, choose the files to not download (under the Files tab, in the Priority column), THEN start the torrent. Feel free to change the torrent start/pre-allocation settings after you start the torrent. This will function identically to having the choice in a dialog upon clicking the magnet link in later versions, it just requires a couple extra steps.
Now, much of the time, you WILL want torrents to start automatically, and pre-allocation of files lessens HD fragmentation. That's fine, just remember to change them for individual torrents that you know you'll be partially downloading.
