In the United States, federal law in the form of the Copyright Act of 1976 grants five rights to the owner of any form of art which is original, nontrivial, and exists in a tangible medium of expression for more than a transitory amount of time. These rights are: You don't have to register your work with the Copyright office in order to benefit from these rights, nor even place a copyright notice (the little (c) 2001, eg) on it. However, if you don't register the work, you cannot sue if someone else rips off or profits from your work. The reason we have the office (which is a part of the Library of Congress) is that the public has access to registration records. If your work isn't registered, how is anyone to know that it actually belongs to you?

You can get a copyright registration form for free from the Library of Congress, either by ordering one off their website, or by calling their form request hotline. (No, I don't know the number, I'll post it here with a quickness if I can find it out) Finally, your tax dollars going towards something useful.