Its a skinning thing. You can set the company name on this control in the layout.master of the skin.
<portal:CopyrightLabel ID="cl1" runat="server" CopyrightBy="Your Company" ShowYear="true" BeginYear="2008" />
The copyright control is a relatively new feature, really it was designed to solve the automatic year incrementing for copyright, based on feedback from you and others I agree we should make a site setting for company name so you can change this without editing the skin. I will try to get to that soon.