In the United States, copyright attaches automatically upon creation of the original work of authorship, like literary, music, photos and video works to name a few. However, it is a good idea to give notice of your copyright by putting copyright 2010 your name, or © 2010 your name. You can also register the work with the copyright office www.copyright.gov.
Trademarks on the other hand protect words, names, symbols, sounds, or colors that distinguish goods and services from those manufactured or sold by others and to indicate the source of the goods, that according to the USPTO website.
Bottom line, you can use TM for trademark or the © with your name and date next to it on anything you what to claim ownership. But you can only use the ® after the USPTO has registered the mark.