How to remove no categories from header

I cant seem to find out where to go to remove this no categories at the top right of my header. A little help would be appreciated. Thanx

http://www.transamcuda.com/testsite/

Id like to keep the home button but get rid of the no categories. Thanx

Hi Jeff,

By default this menu shows categories of a blog. Since your website does not have categories, it shows this text. Correct way to use menus is to create your own menu on the page Appearance->Menus in your dashboard. And select it for needed location. You can read more about how to use WordPress menus on the page http://codex.wordpress.org/WordPress_Menu_User_Guide

I appreciate the response but unfortunately I am new to using WordPress and themes. So could you be a little more specific please?? I looked at the link you suggested. All I am trying to find out is if I can remove the part next to my home button that says "no categories" I understand about making menus Id like to keep the home button but remove the part that says "no categories"

Is this possible without making a new menu???

If I hi-light it on my page and click inspect element I can delete it but as soon as I refresh it returns. I understand why but does that mean it can be removed if I find the location?? I have been unable to find it so far. Can someone point me in the right direction please?? Thanx

The other way is to find function block_main_menu() in the file functions.php of the theme and remove following line from its code:

<?php wp_list_categories('title_li=&'); ?>