I have had to do this a few times. What might be helpful is to use a "Collection" Gallery. The key to this idea is that images within a gallery can be collected from other galleries. So if you have Gallery A that contains 345 images and you only want 123 of the images you would create Gallery B.
You would leave Gallery B an empty gallery and then go into Gallery A and start collecting the images you want. Typically if you have the settings enabled on the gallery to allow collecting when you hover your mouse of the image you will see a large +. Clicking the plus will start the collection process.
It will ask you where you want to collect that image to, indicating the gallery that the virtual copy should be placed into. There is also an option to tell it not to ask you again. You can also do the same task by going under the Tools menu and selecting the bulk options.
Complete (better) directions on the process of collecting the images can be found here http://help.smugmug.com/customer/portal/articles/93310-how-can-i-display-photos-in-more-than-one-gallery-
Once you have the images you want to download to Gallery B, navigate to Gallery B as normal. Then within that gallery select the "Download All" tool to download just the images you collected.
Hope this helps.