I want to convert a set of genes which I can use the biomart to convert them 

    musGenes <- c("Hmmr", "Tlx3","STSRAAA1", "Cpeb4")
    convertMouseGeneList <- function(x){
    require("biomaRt")
    human = useMart("ensembl", dataset = "hsapiens_gene_ensembl")
    mouse = useMart("ensembl", dataset = "mmusculus_gene_ensembl")
    genesV2 = getLDS(attributes = c("mgi_symbol"), filters = "mgi_symbol", values = x , mart = mouse, attributesL = c("hgnc_symbol"), martL = human, uniqueRows=T)
    humanx <- unique(genesV2[, 2])
    return(humanx)
    }

It will return only those that are in the database but does not show which ones are not. Is there a function in biomart to not let it overlap the data ? for example in this case it should return empty for "STSRAAA1"

for example the desired output should look like this

    Hmmr 
    Tlx3
    - 
    Cpeb4

Unfortunately, you can't do this directly in biomaRt, the BioMart service gives no indication of input values that don't return anything.  However you can do it yourself if you make sure you return the query values in your result - then you can see which are missing. 

First off we'll set up the same query you did before, but we won't select only the human genes:

musGenes <- c("Hmmr", "Tlx3", "STSRAAA1", "Cpeb4")

human = useMart("ensembl", dataset = "hsapiens_gene_ensembl")
mouse = useMart("ensembl", dataset = "mmusculus_gene_ensembl")
genesV2 = getLDS(attributes = c("mgi_symbol"), 
                   filters = "mgi_symbol", 
                   values = musGenes, 
                   mart = mouse, 
                   attributesL = c("hgnc_symbol"), 
                   martL = human, uniqueRows=T)

From here, the strategy is to identify whether there are any of the original mouse genes missing in the result.  If there are then we make a second data.frame containing those mouse symbols paired with "-", and then bind this with the original results.

## Find any of our original values not in the results
musMissing <- setdiff(musGenes, genesV2[,'MGI.symbol'])

## Create data.frame with missing genes paired with "-"
mapMissing <- data.frame(MGI.symbol = musMissing, 
              HGNC.symbol = rep("-", length(musMissing)))

## Combine
results <- rbind(genesV2, mapMissing)

> results
  MGI.symbol HGNC.symbol
1      Cpeb4       CPEB4
2       Tlx3        TLX3
3       Hmmr        HMMR
4   STSRAAA1           -

One thing to note is that the results are not in the same order as the original query - this is true even with the original approach; BioMart doesn't preserve the order of the query values.  If you want to return things in the same order you can do so like this:

## order same as original query
> results[ match(musGenes, results[,1]), ]
  MGI.symbol HGNC.symbol
3       Hmmr        HMMR
2       Tlx3        TLX3
4   STSRAAA1           -
1      Cpeb4       CPEB4