The simple answer is that you can't. The closest that you can come is to import the PSD file as a composition and delete some of the layers after that.
I'm presuming that you've seen the Premiere Pro workflow for this and are expecting the same thing in After Effects. If so, please submit a feature request:
FWIW, we are looking at working on better Photoshop and Illustrator import workflows in After Effects for the near(ish) future, so this is a good time to make such a request.
I understand the Composition Import workflow and the "open select close open select close" individual layer workflow...but I thought that this would have been improved by "popular demand" by now.
I will make a Feature Request.
Currently working with a client that puts all his "eggs in one basket".
eg. One psd has 20 -30 layers ( for maximum flexibility in post production and optional layers ) . When I only need 3- 5 of them at a time...the import workflow is kind of tedious.
Thinking : Surely it would be easy enough for the Import Multiple files function to allow the Import window to remain open on the selected psd to enable checking of a layer selection from within it before.... 'Done'.
I quoted you in my reason.
The simple answer is that you can't. The closest that you can come is to import the PSD file as a composition and delete some of the layers after that