If you don't even want to download them at all, you can go to your settings in the app (click on your username, then settings). Scroll down to "Clips" (you might have to turn on the "Advanced Settings" at the top, first), and then at the bottom of this section, you can change the "Free Preview Push" option to say "Never". Then you won't download them anymore.

You may also have to delete the previews that you don't want to see anymore.