You can register a copyright with the federal government (if you are in the United States). That will give you the protection of law, but in the age of the Internet, that is little comfort. It is helpful if someone is publically trying to profit off of your work, and you wish to stop him, but it is next to impossible to stop the spread of your work once you put it online.
Even if you only wanted legal protection, that would only help in countries that enforce copyrights. Good luck trying to do that in places like China.