Heading Menu Link

I have a Menu Bar which has links to the main heading on some of the menu items and some are just heading for the menu items that drop down from them.

What I want is to have a heading that doesn’t link to any page and just the sub menus do. I have the sub menus linked but my main heading is still linked to a page (that doesn’t exist) how do I remove that.

Example:
Departments (heading I don’t want linked to anything except having the sub heading underneath)
Clerk (subheading that are linked to pages)
Public Works (subheading that are linked to pages)

I have the subheading linked.