Just as the titles says, what can I do to not link the first level parent items that I have in the Sidebar?

I was able to do this for the Page Menu Bar with ATO, but is there a way to do so for the sidebar parent items as well?

I am not using any plugins just Atahualpa 3.7.1 with WordPress 3.2.1
My URL: http://fleur-dor.com/wp/

Thank you in advance.

The default 'Pages' widget is provided by WordPress, it is a basic 'what you see is what you get' widget. If you don't like the way it works, youcould use the custom menu widget. and create your own menu to use with it. Then you can make the parent not link to anything.

Following your advice, I tried custom menu and it worked.
Thank you juggledad.