look in the ALX files (open with Notepad).
in BlackBerry.ALX, for instance, you will notice:
<name>BlackBerry %_appsVersion:V02% Core Applications</name>
<description>Core Applications for the BlackBerry %series% Series</description>
<vendor>Research In Motion</vendor>
<copyright>Copyright 1998-2005 Research In Motion</copyright>
You can notice the <required> tag listed, which has options of true and false. In Application Loader, you will notice that 'BlackBerry Core Applications' is greyed out.
With each ALX file, you can add the <required> tags and set it to true to envoke the greyed out box, forcing the user to install it. If you do not want something to be available for installation, simply remove the ALX file from the directory.