The easiest way to do that would be to copy and paste the following into your game, in Code View mode, just above the closing </asl> tag at the end of the file. Be sure to back up your game first! If something goes wrong, it's easier to copy from a backup than to try to undo edits. Here is the code:
<function name="ShowMenu" parameters="caption, options, allowCancel, callback">
<![CDATA[
outputsection = StartNewOutputSection()
msg (caption)
count = 0
game.menuoptionskeys = NewStringList()
foreach (option, options) {
list add (game.menuoptionskeys, option)
count = count + 1
if (TypeOf(options) = "stringlist") {
optionText = option
}
else {
optionText = StringDictionaryItem(options, option)
}
msg ("<a class=\"cmdlink\" style=\"" + GetCurrentLinkTextFormat() + "\" onclick=\"ASLEvent('ShowMenuResponse','" + option + "')\">" + optionText + "</a>")
}
EndOutputSection(outputsection)
game.menuoptions = options
game.menuallowcancel = allowCancel
game.menucallback = callback
game.menuoutputsection = outputsection
]]>
</function>
This is a drop-in replacement for the core "ShowMenu" function, which has been modified to not print the numbers.
A completely different route is to not use menus but rather just print out {cmd:xxx:yyy} text elements, which will give you the links to click on. The downside to that is needing to create a command for each option, but since commands can be per-room, you can at least group the commands with the rooms. I'm not pushing one over the other - just listing options.