You can't remove photos from windows gallery without them being deleted from the PC. It works the same as the new Libraries. You can remove a folder without it being deleted from the PC but not sub folders or single images. To remove a single image you'd need to create a new folder then cut and paste the image from the original folder ( that windows photo gallery associates with) TO THE NEW FOLDER that windows gallery isn't associated with. It will then dissappear from windows photo gallery and your image will be in the New Folder.
Have a look under Remove a Folder from Photo Gallery.
Try moving (cut and paste) a single photo to a new folder then it will dissappear in gallery. Don't associate the new folder with it. If you do happen to delete a photo it should be in the recycle bin. That's neither here or there, though, as you have backed up all your photos?