Permalink/Category

I set up my permalinks in the custom structure like so:
/%category%/%postname%/

When you click on a post title directly it works:
http://MYSITE.com/life-family/living-with-style/

However, in my menu it displays like so:
http://MYSITE.com/category/life-family/living-with-style/

How can I change this? Seems like duplicate content to me.

Thank you for any help! Will donate!