Then you'll want Azureus. (
http://azureus.sourceforge.net/ )
When downloading a torrent, you can view the torrent's status, and select which files in the torrent you'd like to be downloaded, which you would like to be ignored, and which you would like to give a higher "rank" (for lack of remembering the word I'm looking for) if you will, in the downloading queue.
However, if the torrent you're downloading contains a compressed file, you won't be able to pick and choose files inside of the compressed file. That'd be sort of near impossible.
Edit: If you find you need help with something, poke me on AIM.
3nodding