Error 401 means Unauthorized. In other words, this is most likely because the username or password you entered was incorrect, or your account with your service provider has not been activated yet.
Also: If you haven't already done so, you'll need to forward the appropriate ports on your router. This will allow VoIP data to easily pass through your router's firewall directly to the Axon computer, minimizing delays, loss in quality, etc. The ports you need to forward are listed in Axon's settings. See http://www.portforward.com for more details.
Note, replace spam with H T T P, the forum is currently experiencing a problem where links are being prefixed with spam://