Remove "please select" from field in join form

For the join form, I have modified the default list/key of sex/gender choices by editing the key, which I accessed from the "advanced" options by clicking on a field in the fields builder.  I want users to be able to sign up and choose one gender for themselves (a selector field), but be able to indicate they are "interested in" more than one gender (a multiple selector field).  However, that "please select" option is in the checkboxes, and I do not know how to remove it.  I don't want people to select "please select" as an option.  Any tips?

Please see the attachments which show what the join form looks like and what the key/list looks like.

I'm not sure if I understand your question correctly, but your questions and headings are a bit confusing in image 1. I'm thinking you should do something like this, then Please Select would work:
Gender  -  Male, Female, Other
Here for: Friendship, Dating, Chat (That could be multiple choice)
Looking for: Men, Women, Couples, TV, Gay, Whatever. (Could also be multiple choice)

 Relationship Status should be Married, Single, Open relationship etc.

I dropped the Key thingy in pic two and resorted to entering  Gender etc manually. Using L1 keys

 To answer your question:

 Admin/settings/Language Settings

Enter Please Select in the filter field

Edit this one: _Please_Select_ (System)

Ok, I tried removing the text after searching for it in the language settings as you described.  However, that just removes the words, it doesn't remove the checkbox.  Now I've just got a blank checkbox (see attachment). 

Basically, every place there is a dropbown box, which are single select fields, I am fine with that "please select" text being there, but I don't want "please select" as one of the options for a multi select field.  Then I could have users running around who are interested in "men" and "please select," for example, which doesn't really make sense.

How can I get rid of that checkbox?

Well, I just wound up making a new key instead of using the default sex key.  It seems that the keys that come with Dolphin give you that "please select" option in forms, whereas ones you create yourself do not.  If anyone else does this, I'd recommend also removing the "browse" block from the profile browsing page (unless you want to edit the code for it, I suppose), as it pulls from the default sex field, and people can just run a search instead.

That's what I said in my post.

Firstly I misunderstood your question. However I did say, delete the LKey2 thing and just ad your own items:

Male
female
Mother-in-law
as required.

I don't have a single field with Please Select, thus I list my field headings like this:

I'm Here For (Multiple Choice - use Ctrl key)