You might exclude a directory like this:
lha -aerx a dest:backupfile dh0:~(whdload/)#?
else you could set 'A' attrib to directory whdload and use -s to ignore Archiv attrib. Set -S to put A on every backuped file, so you do some incremental backup only saving new files with no A attrib when running lha again.
lha -aerxzsS a dest:backupfile dh0:#?
Third way (i didn't check) is to create a file list from which lha reads what to archive.
Did you use -z because of speed considerations? Became quite a large backup file then.
Best regards