Yeah, there is a setting under uTorrent that reads "automatically start torrents." Turn it off. This will torrents load into it in a stopped state. Also make sure uTorrent isn't loading torrents from a directory. It can scan a directory and will load torrents automatically. Make sure not to put your torrent there.
This is something really dependent on the torrent software you are using. For example on Mac, as I remember from my last exprience µTorrent doesn't provide such option but Transmission does. I think Azureus(Vuze) is the other option you can consider it.
However, use to convert the magnet link into a torrent file, then open that with your torrent application. You should be able to see the itemised contents and select which ones you want. This worked for me using Transmission. 2b1af7f3a8