If you have the most popular PGP model, there is a "blank" nozzle on the gray low-angle nozzle rack. Or you can simply remove the red nozzle and put some bubble gum in it, then re-install the nozzle.
There are a couple ways to do this, but it's going to depend on which model head you are trying to shut off.
If it's a Hunter rotor, it may have a FloStop feature that allows the head to be shut off using the Hunter adjustment wrench. As seen here located in the middle of this I-20's rubber cover.
I-20 rotor shown with Hunter Adjustment Wrench
If it's a Hunter Pro Spray or Institutional Series spray head you could use a Pro Spray Shutoff Cap to eliminate useless watering. Pro Spray shutoff caps can be purchased through your local Hunter distributor, to find a distirbutor nearest you click on Get Hunter at the top of this page.
Shut off cap for PROS/INST, thread on P/N 213600
Hunter Pro Adjustable and Fixed Arc Nozzles can also be turned off, they will still pop-up but useless watering can be eliminated. Typically spray nozzles are only shut down termporarily for maintenance purposes. If it's necessary to have the head shut down for an extended amount of time a Pro Spray Shutoff Cap or a PVC cap at the lower fitting is necessary.
Using a small flat head screw driver tighten down the center radius reduction screw 4 clockwise turns. Anymore than 4 full turns will result in the screw turning freely and no further adjustments being made.
Note: The filter screen must be installed for the nozzle to shut down completely.
Pro Spray Adjustable Nozzle (PRO-12A)