Very, very good question. Copyrighting your music is probably the most important aspect of being a songwriter.
Before you invest in an expensive radio/press campaign or push to have a song licensed in the next hit MTV reality series, you must copyright your music! This is the only way to legally protect yourself against someone stealing your song(s).
Sure, we've all heard about the "poor man's copyright" (where you record a song to tangible medium (cassette/CD/etc.) and mail it to yourself), but the more secure approach is to officially copyright your music with the U.S. government. You can do so by going to www.copyright.gov and setting up an eCO Account.
Of course this option is not free, but it is much safer than the aforementioned "poor man's copyright".
From there, we recommend that you contact an intellectual property attorney to help you through the process and make sure you are properly protected.