The pages list in the header is created by this chunk of code:
<div id="navigation">
<li class="selected"><a href="<?php">>Home</a>
<?php wp_list_pages('sort_column=menu_order&depth=1&title_li='); ?>
</div>
It can be found in the file “header.php”. Go to the editor in your admin panel (it’s under “Appearance” in the sidebar), and find the file in the list on the side of the page. The code is at the very end of the file.
Now, there are a bunch of options for the template tag that makes the list, which can be found here. Or you can remove the list by putting comment brackets around the code. One in front like this:
<!--
And one at the end like this:
-->
And when you’re done it should look like this:
<!--
<div id="navigation">
<li class="selected"><a href="<?php">>Home</a>
<?php wp_list_pages('sort_column=menu_order&depth=1&title_li='); ?>
</div>
-->
I hope that helps.