By default, Kontakt instruments receive CC7 (volume) and CC10 (pan) and map them to the volume and pan controls in the instrument header. I have a software sending these CC messages but I want them to control only my DAW, not Kontakt. It's easy to disable them in Kontakt:

• Go to the instrument's Edit mode (the wrench icon on the top left).
• Click on Instrument Options.
• Go to the Controller tab.
• Uncheck Accept standard controllers for Volume and Pan.

Note that you have to do this for each instrument in your Kontakt instance.