Is there a way so that a catchall account doesn't retrieve emails from the other mailboxes set up?

Jee

Yes you can do that, you need to modify that exim valias file to reflect that change.

you can find these files
/etc/valiases/

in the cpanel server

hope this helps

What do i need to modify?

The catchall shouldn't be getting emails sent to other email addressess set up for that domain.

Your valiases file looks something like this:

user1@domain.com: username
user2@domain.com: user2@domain.com
user3@domain.com: user@anotherdomain.com
*: username

Note that the last line is the default address line. If something is not caught before that line then it takes the email and puts it in the main users inbox for that domain. If you don't want to get all of that email you could put:
*: :BLACKHOLE:

Or simply choose that option from you cpanel.