I'm posting here because the answer is in here, yet it's difficult to understand.
What ubaidullahbutt said, expanded, is:
0- WordPress Control Panel
1- Appearance >> Menus
2- Either create your own menu, or modify an existing one
3- On the left side of that page, there is a 'Widget' with three title s: Pages, Links, and Categories
4- Click on Links
5- In the URL field, put a # in there. Just the "#" (without the quotes)
6- In the Link Text, put the name you want to appear
7- Click "Add to Menu"
8- Your new menu button will get dropped into the right side.
Now, drag your button to where you want (up/down), then move it left/right in the hierarchy.
Click "Save Menu" at the top or bottom of the page.
Now, when you reload your website, that new menu you created will show up... yet when you click on it, it won't send you to a WordPress *PAGE*, it will leave you right where you're standing.