When I choose Tools > Run Style Cop (Ctrl + Shift + Y) it runs StyleCop over all projects, even the one which are set to not build in the current solution configuration.
How to use this hotkey to check only the projects that I want?
Check out the Disable stylecop analysis for specific projects within solution question at Disable stylecop analysis for specific projects within solution as I think this is what you are looking for.
To summarise, I managed to get this to work by adding the RulesEnabledByDefault global settings property to a Settings.StyleCop file which I put in the root folder of each project I did not want to be included in the StyleCop analysis.
<StyleCopSettings Version="105">
<GlobalSettings>
<BooleanProperty Name="RulesEnabledByDefault">False</BooleanProperty>
</GlobalSettings>
</StyleCopSettings>
If you make use of merged settings files, you may also have to include the MergeSettingsFiles global settings property. For example:
<StyleCopSettings Version="105">
<GlobalSettings>
<StringProperty Name="MergeSettingsFiles">NoMerge</StringProperty>
<BooleanProperty Name="RulesEnabledByDefault">False</BooleanProperty>
</GlobalSettings>
</StyleCopSettings>