But I would like to select the coins to be mined and exclude the others. So I can use only one (my prefered) exchange site.
Is this difficult to implement ?
If you want the best results on multipool, stay with the crowd and switch all together with other miners to the same coin at the same time. All coins of multipool are traded on www.cryptsy.com.
If you want to individually select coins, and have more control of the coin switching, you can try my tool over here: https://bitcointalksearch.org/topic/ann-jsonkarasoftcom-scryptsha256-profitability-managerswitcher-260940