Registering your work with the U.S. Copyright Office is not a prerequisite to "copyrighting" a work; copyright protection begins automatically as soon as an original work is fixed in a tangible medium of expression.  However, there are benefits to a "timely" registration.  if you have registered your work in a timely fashion (within three months of publication or before the infringement occurs), you can request the court to award statutory damages (a set amount up to %150,000 per infringement) and attorney's fees, should the court conclude your work has been infringed, which can be considerable.  Otherwise, you would have to prove actual damages, which can be difficult.

Registering a copyright with the US Copyright Office is fairly straightforward and can now be done online.  The US Copyright Office has all the forms and instructions you need online and costs are nominal.

Highly recommended reading:

Copyright: Sample Forms and Strategies for Registering your Online Content