copyrights
It might help to understand what a copyright is and is not.
For hundreds of years, starting back in England, the "common law" has recognized the copyright to creative works. It's sometimes called "intellectual property". In fact, is was specifically mentioned as a protectable right in the US Constitution. It's not your creative thought that's protected, rather, it's the work embodying that thought. Once you create such a work, noone else can steal the work or the thought that it embodies.
You do not need to register your work to give it copyright protection. All you have to do is prove that you did it first. Someone mentioned the idea of mailing your music to yourself - that is sometimes called a "poor man's coyright" - what you can do is mail it and not open the envelope and you then have proof that it existed as of the date of the postmark.
But registering the work with the US Copyright Office is the best thing to do. It only cost a little time and $30 (e.g., if you put 15 songs on a CD and register it, that's $30 total). You can do it yourself. Go to
http://www.loc.gov/copyright and follow the instructions, which are clearly stated.
Although you CAN sue for copyright infringement without a registration, you can go to federal court only if you registered. Registering the work does not guarantee that you would win a lawsuit for copyright infringement, but it's powerful proof that you did it first. To win the suit, you have to show, generally speaking, that the dirty rotten infringer had access to your work and that it's similar (if it's exactly or almost exactly the same, the court will generally assume access).