Okay, so in the olden days when people used to walk to work in the snow, uphill (both ways), copyright used to be filed on paper, and it's still possible to do so; however, it's pretty easy to file online now.  In order to file a copyright online, simply go to the U.S. Copyright Office (a.k.a. the Library of Congress) and work through the following form: http://www.copyright.gov/eco/

The attached forms are good for educating yourself on the different types of copyright that you can file.