This tutorial was created for Photoshop CS2.
Other programs may or may not work. :D

1. Open up your image.

I used this one- Click here for it.

2. Duplicate your layer. You can do this by pressing control + J.

3. Click on the new duplicated layer, and set it to black and white. You can do this by pressing control + U. Change the saturation to -100.

4. Now use the selection tool to choose what you want to stay in color. If you zoom in, it's easier to select a part of the image...such as eyes.

5. Once something is selected, go to Edit > Clear.

6. Ta da! Just that part is in color now. :D

My final result looks like this- Click here for it.