Copyright & Licensing
Legal copyright for an original song(s) is established through the Library of Congress and the United States Copyright Office.
Here's an excerpt from the Library of Congress website:
Copyright is secured automatically when the work is created, and a work is "created" when it is fixed in a copy or phonorecord for the first time. "Copies" are material objects from which a work can be read or visually perceived either directly or with the aid of a machine or device, such as books, manuscripts, sheet music, film, videotape, or microfilm. "Phonorecords" are material objects embodying fixations of sounds (excluding, by statutory definition, motion picture soundtracks), such as cassette tapes, CDs, or LPs. Thus, for example, a song (the "work") can be fixed in sheet music ("copies") or in phonograph disks ("phonorecords"), or both.
If a work is prepared over a period of time, the part of the work that is fixed on a particular date constitutes the created work as of that date.
Home page for the United States online copyright office: http://www.copyright.gov/
The form(s) you need to download and fill out can be found here:
A simpler and less expensive option is to submit your application on-line through the ECO (Electronic Copyright Office) registration system. This method involves uploading WAV or MP3's. Application fee is $35
By the way, mailing copies of your songs to yourself, or uploading your songs/videos to YouTube, is not the proper way to establish copyright. This is known as the "poor man's copyright" and you can read more about it here or here.
After copyright approval is obtained, you should consider also: