Typically when you use one of WordPress functions to output a list of "stuff" from WordPress, you can pass a parameter to eliminate the "title" that WordPress likes to put in there by default. For example, with
wp_list_categories you pass along "title_li=" with nothing after the equals sign to remove the title that normally accompanies the output. With the function to output links (e.g. blogroll), you use the function wp_list_bookmarks, but unfortunately using that same parameter the same way is ineffective at removing the title.
categorize parameter (blank) in addition to the
title_li parameter (blank) and you'll be set!
<?php wp_list_bookmarks("categorize=&title_li="); ?>