I've got
\Tree [.CP [.TP [.NP [.D the ] [.N woman ] [.CP [.TP [.NP [.N who
] ] [.VP [.V stole ] [.NP [.D my ] [.N necklace ] ] ] ] ] ] [.VP
[.V entered ] ] ] ]
which gives me a nice tree, but the last leaf nodes (e.g. from N to woman) have a line connecting. Can I remove that one?

\documentclass{...}and ends with\end{document}, a so-called minimal working example (MWE). Once you've got this, it's easy to add a picture of the output to the question as well, which makes it more accessible for potential answerers. – doncherry Oct 3 '12 at 21:07