This is a very common Twitter Bootstrap behavior using the data-toggle="dropdown". 
To avoid this, the most simplest trick is - attach a click event handler on the internal dropdown menu and simply add event.stopPropagation(). Like so.
$('li.dropdown.inside-dropdown-menu').on('click', function(event){
    // The event won't be propagated up to the document NODE and 
    // therefore delegated events won't be fired
    event.stopPropagation();
});
and obviously for that you need to also add the class that i mentioned above to the internal dropdown menus. For example:
<li class="dropdown inside-dropdown-menu">
    <a href="#" class="dropdown-toggle" data-toggle="dropdown">Galleries <i class="fa fa-angle-down"></i></a>
    <ul class="dropdown-menu open">
        <li><a href="/gallery.php">Image Gallery</a></li>
        <li><a href="/video_gallery.php">Video Gallery</a></li>
    </ul>
</li>
Additional Information : If your curious, there are alternative methods as well if you do not want to use event.stopPropagation() which is mentioned here in this SO thread