More precisely, this tutorial covers how to exclude categories on paged front pages, index.php, beyond the first default listing.

Excluding certain categories from the front page is a pretty easy task, just use the query_posts() function to remove those categories before going into the loop, like so:

<?php if ( is_home() ) {
    query_posts("cat=-3");
}
while (have_posts()) : the_post(); ?>

But if the visitor tries to see the next set of posts through “Older Entries,” the same results are queried. Instead, use this:

<?php if ( is_home() ) {
    query_posts("paged=$paged&cat=-3");
}
while (have_posts()) : the_post(); ?>

We can tell query_posts() which set of posts to display with the paged parameter and the $paged variable, a WordPress variable which returns the current page number (1 for the first, 2 for the second, and so on).