Copyrights

#1 The moment you create something, it's considered copyrighted under US law. However, it's not really much protection. There are forms you can fill out to apply for federally-recognized copyrights; you should be able to find them on the Web or maybe through the post office. Alternatively, you could talk to a copyright lawyer and get him/her to look at the idea, make sure it's not already copyrighted, and file it for you, but that'll cost a serious chunk of cash. However, if you really want the (C) next to it and want it to be bulletproof, that might be the best way to go.

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#3 In Canada (including Quebec for that particular bit of civil law), you can assertain your copyright to any kind of work by mailing yourself a copy in a registered letter or parcel : once you've signed the receipt you have a clear proof of the time of creation, etc.
IIRC, the date you receive the letter is the date of registration, so you might want to add first classe delivery to your registered mailing, so it gets to you quicker (I might be wrong, and the registration date could be the date of sending out the copy)
This is the most basic coverage or protection of your copyrights...
Depending on what kind of work you want to copyright, you could also contact your province's various guild of artists (ie writer society, actor society, etc., whatever their name where you live), or even, go to Copyright Board of Canada
They should have more info on the topic

Nota Bene : As I said above, the registered mailing is a basic form of protection, and quite sufficient for most needs in Canada, as every Canadian citizen enjoys automatic copyright protection of his works, and hence, the proof of a registered letter, which you have stamped at the post office with dates et al, is quite sufficent, again, for most needs...
Our postal service is actually quite reliable :)
But go the site mentioned above, you'll find all the pertinent information, etc. (actually, more info than you care for, but it's factual, instead of opinion)

#4 NEVER use the postal service as a way of establishing time of creation. The postal service will quite happily deliver an unsealed envelope or package to you as long as you pay the proper postage, and that fact will rapidly dismantle your copyright in court.

You need to register your copyright with the appropriate organization to get good protection. In the US, that means the Library of Congress. In Canada, the National Library of Canada in Ottawa will do this for you.

#5 If you are trying to copyright images etc for a game, burn it all on a cd and registered mail that to yourself, do not open the mail and it is copyrighted :)

#6 I am absolutely not a lawyer, but everything I've read on the subject has said that the ability to mail something to yourself as proof of creation date is an urban legend and it absolutely won't help you one bit in court, in any country, no matter how you send the mail to yourself. So don't rely on this.

The only real protection is to register your copyright with your local government, thus giving you an iron clad creation/registration date that the government will actually trust.

#7 Thanks