A few ways you can do this:
1) Install a thermostat that allows you to lockout the auxiliary heat at a certain outdoor air temperature. Requires an outdoor air sensor.
2) Install an outdoor thermostat at the heat pump to do the same thing.
3) Remove the wire from the auxiliary heat terminal at the thermostat. Depending on what thermostat you have, this may also remove your ability to call for emergency heat if there isn't a separate terminal.
No problem with either method. I have my heater kit disconnected from the thermostat for the same reason to help save energy. Although, I still have the function of emergency heat for days (like today) where the temperature is well below the balance point of the heat pump.