There are two ways to go about this. You can make your server identify as a completely different server or just to say it is an older version of the server you run. When you choose to make your Lighttpd server identify as Apache, you take a great portion of amateur attacks and direct them in a completely wrong direction. On the other hand, if you decide to simply identify as an older version, 3rd parties who try anything funny will probably try to exploit your server with outdated tactics. It can still be useful. What actually works best is to change the name and version of the server. This should take care of at least some malevolent eyes.
There is actually a bit more to it than just masking your server’s name. If you are running a Windows server (secure enough, but it can use some tweaks), there is a commercial software solution. It takes care of more than just server name change. It’s called ServerMask. Like with most commercial software there is a free trial for you to try. A great solution for Apache is Mod_Security.
If you like to know more about this and how to implement it your self, try searching the web for “server banner strings”, “apache binary patching”, “web server mask” and similar queries. You should be able to find all the information you need. It is quite a lot so I can’t have it all in one post.
Let us know how that turns out for you!