On a widget, you can set up the title of a widget to be a link to go wherever you like, some people use them as shortcuts, some prefer them blank. Click the edit pencil, and remove or mod the link to your own site. If you have hundreds of sites in analytics and they've got freaky names, its an easy way to get to the site if you need to check it over should the analytics be showing things that need to be looked at.
There are some more here as well
http://www.dashboardjunkie.com/