DIMOVERRIDE is located in the AutoCAD r14 Dimension menu.  To apply a No Leader setting to a group of dimensions, select DIMOVERRIDE. 

Command: DIMOVERRIDE
Dimension variable to override (or Clear to remove overrides): DIMFIT
Current value <3> New value: 5
Dimension variable to override:  5
Select objects: Do so
Select objects:  5

Hint: If you use DIMFIT override frequently, add a toolbar button to save time.  The dialog below shows the proper macro sequence to apply a No Leader DIMOVERRIDE to selected dimensions.