Is it possible to have extra tables in a Slave with MySQL Replication
I think I got a rough idea how you setup replication. I think you have taken mysqldump --all-databases ... something along those lines.

Now if you want extra tables inside one of those database that you exported by mysqldump and those that belong to the master replication will break as you mentioned aswell.

Now to create more tables you need to create a new database with some name and then create tables in there. This will not break the replication. 

I do not know if this helps.... 

Masood