How to make a page but only for a pull down menu and not as a link

I am trying to make a pull down menu with a lot of options.

The best example is by checking out the Mojo Demo Page

http://mojo-woo.splashingpixels.com/#

They have shop by catagories…but when you specifically click on “shop by categories” it does nothing. Does anyone know how to disable the page so to speak like they did on the demo?

http://wordpress.org/extend/plugins/woocommerce/