The Admin and Host pages in DotNetNuke can be hidden from the menu, just like other pages. However, a bug in DotNetNuke causes the Host page to lose its connection to its subpages. Luckily, it is reversible, as mentioned in http://www.dnncreative.com/Forum/tabid/88/aft/31023/Default.aspx. Just type the following
UPDATE {databaseOwner}[{objectQualifier}Tabs] SET PortalID = NULL WHERE TabID = 7
in /Host/SQL/tabid/21/portalid/0/Default.aspx, check Run as Script and execute.
For those who check Include in Menu after unchecking it, there will be a red admin border saying Visible By Administrators Only on the Host page. To remove it, run the following script
DELETE FROM {databaseOwner}[{objectQualifier}TabPermission] WHERE TabID = 7