Menu Bar Options
 

I have set the "Don't link first level parent items in Page Menu Bar?" option to NO - actually I just upgraded the theme so I reset it to YES and then back to NO.

My understanding is that these items:

http://gdy.org.uk/creative-stockton/
http://gdy.org.uk/sirf-and-fringe/

should not link to a page at all but should only show their CHILD menu items. Have I missed something?