Go to the Navigation.php
class Mage_Catalog_Block_Navigation
change as below.
protected function _renderCategoryMenuItemHtml($category, $level = 0, $isLast = false, $isFirst = false,
$isOutermost = false, $outermostItemClass = '', $childrenWrapClass = '', $noEventAttributes = false)
{
...
if($level==0){
$html[] = '<a href="#"'.$linkClass.'>';
$html[] = '<span>' . $this->escapeHtml($category->getName()) . '</span>';
$html[] = '</a>';
}else{
$html[] = '<a href="'.$this->getCategoryUrl($category).'"'.$linkClass.'>';
$html[] = '<span>' . $this->escapeHtml($category->getName()) . '</span>';
$html[] = '</a>';
}
...
}
Flush cache after that