From your comments I can see that you mean the marks in the page header but not the chapter headings.
The fancyhdr package is very popular for customizing page headers and footers. Here's a minimal way to change your header like desired, if everything is default:
\usepackage{fancyhdr}
\pagestyle{fancy}
\renewcommand*{\chaptermark}[1]{\markboth{\MakeUppercase{#1}}{}}}
See also the fancyhdr documentation.
Here's the solution for the chapter heading, in case you like to do it similar to the page header, for consistency:
You could use the titlesec package, for example write in your preamble:
\usepackage{titlesec}
\titleformat{\chapter}
{\normalfont\huge\bfseries}{\thechapter}{1em}{}
This way by \chapter{Introduction} you would get:
1 Introduction
Have a look at the documentation to titlesec.
I guess you wish to keep the numbering, otherwise you could simply write \chapter*{Introduction}. Further I assume you don't wish to write everything in capital letters - or do you?
I prefer scrreprt instead of report. This class is similar to report but provides many further features. It's default chapter headings style matches the one desired by you.
\documentclass[...]{report}into\documentclass[...]{scrreprt}you would notice the headings will change like desired, also without the (in my opinion ugly) upper case. Some other defaults change, but may easily be adjusted.scrreprtbelongs to the KOMA-Script classes which can be used similar to standard classes but offer many more features. – Stefan Kottwitz Feb 28 '11 at 16:27