In excel 2003, you would need to go to "Tools" menu. And then select "Options" and then go to "View" tab.
Scrolldown to Windows options, and then you will find an option to select or deselect the "sheet tabs".
However, in Excel 2007 and greater, you will have to go to Excel options under the main ribbon, and then choose Advanced. To your right scroll down to the two options highlighted below. One is to hide the sheet tabs, and the second hides row and column headers. There is no way to hide the row header alone.
Hope this helps..