Cute Menu items have that special option called Title. This option transforms an entry in a title. By default, this means the entry is centered, italicized, and not clickable1 (not a link at all.)
The Title feature should be used to create groups of items within the same drop-down menu panel.
In order to make a menu item a Cute Menu Title, go to Administer » Site building » Menus » <menu name> (admin/build/menu/<menu name>.) Open the CuteMenu settings field set by clicking on its title. Click on the Title radio button. Then click Submit to save the changes to your database.
Any number of items can be changed to a Title, even several in a row.