Will,
Being a visual artist, published author, and former professional musician... I have some background dealing with this stuff. At least the USA laws. ;)
At the time of creation the person who creates a work (song, painting, story, poem and so on) is, as katahu states, automatically extended the rights to the creation. If he/she simply places the appropriate language on the work when it is distributed, that is enough to protect it.
If that person wants to make the protections even more easily enforced, there is a governmental form that along with a fee (currently $25) makes the claim even more bulletproof. But you don't HAVE to do that.
The restrictions that freeware developers typically put on their creations ARE legal.
The real problem is twofold:
- huge numbers of people don't see this activity as theft
- it costs money to enforce the ownership
I'm going to legally protect this posting of mine right now:
Copyright 2005 John Baymore All Rights Reserved. 
best,
.........................john