In a standard install, the link for the header logo is defined by the following code line in tpl_header.php and that file resides in:

/includes/templates/template_default/common/

PHP Code:
<!--bof-branding display-->
<div id="logoWrapper">
    <div id="logo"><?php echo '<a href="' . HTTP_SERVER . DIR_WS_CATALOG . '">' . zen_image($template->get_template_dir(HEADER_LOGO_IMAGE, DIR_WS_TEMPLATE, $current_page_base,'images'). '/' . HEADER_LOGO_IMAGE, HEADER_ALT_TEXT) . '</a>'; ?></div>
The line:

PHP Code:
'<a href="' . HTTP_SERVER . DIR_WS_CATALOG . '">' . 
could be "hard-coded" to read:

PHP Code:
'<a href="http://www.YOURWEBSITE.com">' . 
...and this might do the job.

Bear in mind that it is not a good idea to hardcode like this, and later, when you invoke SSL, you may get browser warnings about insecure elements as this URL indicates http and not https.

If the link is vital to your site, then try the above, but if you don't really need the link, you can COMMENT OUT the php code that invokes it.

If you want to provide a link for users to access another site, or perhaps a different area (non-shop part) of your site, consider using EZpages and its menu options to create and display an external link.

If you do edit this file, the edited version should be saved to your CUSTOM folder in:

/includes/templates/YOUR_TEMPLATE/common/