From http://stackoverflow.com/questions/22005824/disable-choose-an-option-in-configurable-products-of-magento Como remover o label de dentro do dropdown de opções.

super-options-select.php

<?php
  $_product    = $this->getProduct();
  $_attributes = Mage::helper('core')->decorateArray($this->getAllowAttributes());
?>
<?php if ($_product->isSaleable() && count($_attributes)):?>
<?php //Irá exibir o valor do atributo no label como: Cor, Tamanho, Dimensões e etc... ?>
<div class="options">
	<label for="super_attribute[<?php echo $_attribute->getAttributeId() ?>]"><?php echo $_attribute->getProductAttribute()->getAttributeCode();  ?></label>
	<div class="dropdown-select">
		<select name="super_attribute[<?php echo $_attribute->getAttributeId() ?>]" id="attribute<?php echo $_attribute->getAttributeId() ?>" class="required-entry super-attribute-select">
		</select>
	</div>
</div>
<script type="text/javascript">
  var spConfig = new Product.Config(<?php echo $this->getJsonConfig() ?>);
  //we create new function
  spConfig.setInitialState = function(dropdown_id) {
    //select dropdown
    var dropdown = $(dropdown_id);
    //remove empty option from dropdown so it is not selectable after initial selection.
    dropdown[0].remove();
    //change selections in dropdowns
    for(index = 0; index < dropdown.length; index++) {
      if(dropdown[index].value != "") {
        dropdown.selectedIndex = index;
        var element = dropdown;
        var event = 'change';
        //fire events
        if(document.createEventObject) {
          var evt = document.createEventObject();
          return element.fireEvent('on'+event,evt)
        }
        else {
          var evt = document.createEvent("HTMLEvents");
          evt.initEvent(event, true, true );
          return !element.dispatchEvent(evt);
        }
      }
    }
  };
  <?php foreach($_attributes as $_attribute): ?>
    spConfig.setInitialState("attribute<?php echo $_attribute->getAttributeId() ?>")
  <?php endforeach; ?>
</script>
<?php endif;?>