This shouldn't be an issue as arriving at that page likely requires that information. For instance if you go to www.mycompanysite.com/wherever in your browser it assumes you to be on port 80 (http). Further, it's giving the external/public name of your server so no internal information is being given out.
That being said, if you want it is not a challenge to change the 401 message. (see here: http://www.webmasterworld.com/apache/3680523.htm)