Legally speaking, what you need to do is register your works as copyright actually exists from the time you put the lyrics into a physical form. You can do this online with the Copyright Office. and I could give you the direct link for registration, but you should really read the information before trying to register your works.
Go here for a summary of copyright and how it works:
You will find instructions for online registration on page 7 of this document.
Another option would be to register your works with the Writers Guild of America. While less expensive, the registration is only good for five years at which point you would need to renew the registration and pay another fee. But WGA registration is just as strong from a legal standpoint as registering with the Copyright Office, so if budget is a consideration, this might be the better option.
Information on WGA Registry can be found here:
Things like mailing a copy to yourself or having a copy notarized are not considered protection of your copyright and serve little purpose, so do not let anyone convince you otherwise.