There is an option to assign a price list to a customer's account. When a price list is assigned to their account it will override any price list assigned to a gallery.
This can also be used to allow certain customers to have free downloads to galleries when it isn't available in the price list assigned to a gallery.
1) Have the price list created you want available to them.
2) If the customer does not already have an account, create them one in the admin in People -> Create Account.
3) View their account in the admin, scroll down and you will see the option to assign the price list to their account.