Custom Menu Items

To be more specific, on the top of our website, we have 6 menu items. One of those items is the “About” page and when you hover over the “About” menu item, the drop down submenu items show. When you click on the “About” page, though, it leads you to a missing page. How can I get rid of the “404 missing page”? If visitors to our site click on the “About” page, we don’t want it to lead to anything.