Technically, your music is copyrighted as soon as it's "fixed in a tangible medium", i.e. written down or recorded. However, if you feel it's worthwhile to properly protect the copyright, it needs to be registered with the U.S. Copyright Office (I'm assuming you're American). Their website,
https://www.copyright.gov gives you all the information you'll need.
Briefly, you can register any number of works together as a collection for only $45. Form PA covers the underlying musical content, and Form SR is used to register a sound recording. Under certain conditions, e.g. the authorship of all the material is the same, Form SR can be used to cover both the music and a recording of it for one price.
In the probably unlikely event that you ever need to file an infringement suit, then having a registration on file with the Copyright Office is the only real way to truly protect all your rights, including the ability to recover statutory damages and attorney's fees. In such cases, the "poor man's version" would be worth less than the postage it cost you to mail the material to yourself.
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