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To copyright *register* your work with the Library of Congress, you will need to fill out a registration form and pay a fee. At the moment (mid 2006) the copyright fee is $30.
You can also get copyright registration for a collection of works for the same fee. For a song, you will be copyrighting as "words and music."
The Library of Congress website has a very good FAQ on this from their copyright office. It is found at http://www.copyright.gov/ and the registration form can be downloaded.