lucien and don simon are both correct. You (or in some circumstances your employer) automatically own the copyright in anything you do for your whole life (and beyond). It is not like a patent which gets registered. Copyright applies to music, pictures (photos or drawings/paintings), written work (essays, reports, books), design drawings (the drawing rather than the physical article), software and computer files as well as some other stuff.
If you don’t mean copyright but mean patent (a monopoly granted by the government for the right to use your invention in return for sharing the details of how to do it with the world) or a design (the non-functional aspects of its shape) [design rights can be registered or unregistered] or a trademark (text or logos which represent a product/service/brand) [trademarks protection can be registered or unregistered; and copyright may apply too] then you probably want expert advice from a Patent Agent (most handle designs and trademarks too). In theory you can file these yourself; but as a total beginner it is unlikely you would do a good enough job to ever enforce it against a good lawyer.
Technically you don’t need to do anything to gain copyright – it applies even if you don’t take a conscious decision. In practice there are some things which can both help you discourage infringement and prove its the rights are yours.
The first is simply adding “(c) Whathaveisaidnow, 2012” to everywhere it might apply. The second is keeping copies of the original work (and any “workings” to get there) preferable all dated and either countersigned by a colleague or otherwise authenticated – e.g. given to your lawyer or accountant for safe keeping. Alternatively as Lucien says placing it in a properly sealed envelope, posting to yourself and then not opening it the post mark authenticated the existence of the contents at the claimed date. There are probably some digital repositories which do the same in the 21st century.
Be wary of anyone claiming to “register” copyright for you. There are a few “agencies” around offering to do this for you at considerable cost – but they offer no benefit over the self “certified” approaches.
If you want expert advice on the whole are of intellectual property most Patent Attorney’s will provide a FOC 1/2 hour appointment to explore your needs.