You assigned your Primary Links menu to the Nice Menu and you used the Blocks to put it in the Header. Oops. The menu name, Primary Links, is showing in the navigation row. How do you remove it?
Edit the block for Nice Menu.
In the field for Block Title, type:
<none>, including the brackets around the word. Save the block and the menu name is no longer displayed.
You can use this field to remove the default label from any block. Or, type in your own text to replace the default label to any block.