Go2Linux shows you how to change the web server identification with Varnish

Your Web Server Identification is on the headers of every page server by it, so anyone can know which server and what version you are running, in an ideal world this may in no way harm you, but we know we are not in an ideal world, so publishing it is something like putting an ad in your front door, saying what kind and brand of alarm system you have.
Anyone with the right knowledge will know how to exploit your server's security holes if there is any, probably some you don't even know it is there. So maybe a good thing to do is, to fake that info, or at least hide the version of the server you are running.
What you can do, is publish a different server, so If you are running Apache you can publish Lighthttpd instead.

  Change web server identification with Varnish