I assume you mean how do you protect something with copyright law?
In the United States, the moment you affix something you create to a medium you have copyright protection. For example, I have protection on this post already, as you have with yours. If you are in a bar and you draw a picture on a napkin, you have copyright. When you snap a picture with your camera, you have copyright.
It is no longer necessary to have a copyright notice on something to be provided with copyright protections. It has not been necessary for a long time. Some people think copyright does not exist on the web if they do not see such a statement. They are sadly (and sometimes expensively) mistaken.
No offense to tussin, but mailing yourself a letter is irrelevant when it comes to copyright law. It is not necessary. It probably was used in the past. Now, if you want to, you can register your copyright for $35-60 (I believe) with the copyright office. But doing so is mainly useful for the additional penalties it provides if you had done so before someone violated your copyright, and you generally will register if you decide to sue someone.