Is there a way to prevent downloads of purchased items to iTunes?
Open iTunes
Click iTunes Store
Go to the iTunes Store Home
On the right column is the text "Purchased" with a little bubble that says (new). Click "Purchased"
Find the show that you don't want.
Click it and then a window should pop up containing the show
There should be an (X) next to the show. Click That
iTunes will ask you whether you want to make the show hidden. You do.
Repeat for all other shows.