Follow this procedure to remove the link while keeping the Meta widget:
1. Go to wp-includes folder and locate the file named "default-widgets.php";
2. Open this file either by using online editor or downloading it to your computer and edit with notepad;
3. Delete line300: <li><a href="http=wordpress.org/...wordpress.org</a></li>
4. Save the change (and upload the file back to the same folder). Done!