Copyright exists automatically as soon as the music is created. Just use the "c" symbol in reference to your work.
However, one often used way of further protecting your work is to make a recording of it, post it to yourselves via some form of signed for/dated delivery, and then don't open it. If your music is copied or ripped off in some way since that date, you can use the unopened package as evidence.
I have heard however that this has it's flaws.
Edit: Crossed with above posts