How to exclude file in tar backup?

I am taking a backup of area with the following command:-

tar -cf -./* |/usr/contrin/bin/gzip >xxx.tar.gz.

The area contains following files :-
xxxx
yyyy
zzzzz
asdaD
DASdD
WQWEE

I want to backup all the files except yyyy from the following area.
I checked manual page of tar but I didn't came across anything that was helpful.

You did not mention which OS.
GNU tar has the following:

       --exclude FILE
              exclude file FILE

       -X, --exclude-from FILE
              exclude files listed in FILE

vino

I am using HP-UX 11.0.