If you don't want the title of the catalog block to be a link leading to the catalog page, you simply need to change the title in the block's configuration page to be plain text. To do this, browse to Adminiter > Site building > Blocks and click the "configure" link in the row for the catalog block. The text field labeled "Block title" should be blank by default, and putting "Catalog" there instead will simply display the word "Catalog" without making it a link.