Depending on your set up sidebar.php I would think.
Probably in the sidebar – it is called by a template tag
see http://codex.wordpress.org/Template_Tags
the Links Manager tags section
Those links that come “built-in” with WP you can delete by going to the Manage Links section in the admin panel
Have you looked under Links in your wp-admin
Thanks Dave, that did it!
When i go into my admin control panel and attempt to delete the blogroll i get this error message:
Can’t delete the Blogroll link category: this is the default one
But you can rename and/or add other (your) links into that category.
I just removed all the links from the blogroll and then it disappears. And then made my own links section.