el-half: It depends where you are in the world. Over here in the UK, you don't even have to put a notice - you own the copyright on any original works you produce. Of course, putting the copyright notice in makes it a lot easier to deter people who might use it without permission, and if you do have to take someone to court over it you can say "well the information was there so they can't say they didn't know" which probably counts in your favour.

I think the Berne Convention (an international convention on copyrights - mainly for authors at the time I think but it also applies to any copyrightable material) states that you don't have to apply for copyright and since most countries have implemented/agreed to this I would imagine that it applies in the US as well. Then again, they have different states with different laws etc. I'm pretty sure that most members of the EU have the same laws as the UK as well.

Generally, the only IP-related things you have to register are patents (granting you a time-limited monopoly on an invention) and trademarks (to protect a unique name/slogan associated with your business). Copyright is automatic, but as I mentioned earlier if you can register it or make it official in some way then you obviously have a bit more legal clout.