HAVING is only used in GROUP BY statements, it can't be used in a "vanilla" SELECT.
Instead, you need a WHERE clause.
SELECT * FROM MyTable WHERE <condition>
If you want all the rows where a column does not contain 666 for example, you can either reverse the condition:
SELECT * FROM MyTable WHERE MyColumn != 666
Or use the NOT operator:
SELECT * FROM MyTable WHERE NOT MyColumn = 666;