There are times when you don't want no soldermask at all.
In that case the first idea would be to leave the Gerber-Layer for Soldermask empty. This, however, is not how it works. Soldermask is a negative mask and thus – though counter-intuitive – you will need to fill the layer where you don't want soldermask to be applied.
Since this is really counter-intuitive, we thought we'd put it into the KB as a reminder in case you need it.