I completed a class at my University a couple of terms ago which was devoted to copyrights and multimedia law. And I remember a few things. Essentially, anything can be copyrighted as long as can be determined it is
1. an original work
2. shows some small amount of creativity
but you don't have to be registered with the copyright office to have the rights. Anything you create (as long as it has the above points) is copyrighted by you.
This is where it gets confusing and by no means simpler when it comes to electronic format (i.e. webpages). The law is one step behind us techies in this department.
In my opinion, when I see a website that possesses copyright notification on it, it just is telling me that everything on the website is owned by that person. I do not know this for certain, but what the notification essentially is saying is that, "I am putting on record, for all to see, the fact that I own the copyrights on all the material on this site, and am protected under the law against unauthorized use of this material." This gives you some legal ammunition to fight with in court, if you see your material elsewhere and they claim they didn't know it was yours.
Copyright law is very difficult to enforce or even define. And enforcement of the law is COSTLY...trust me. If you see your material used elsewhere without your permission, the first step I would say is just send a warning letter to the offender. Many times that is sufficient to fix the situation. Otherwise, get yourself a good lawyer and get ready for a potentially long and drawn out fight.
I don't know if this is very confusing. I am very much more artist than lawyer, and am rushing through this -- I am at work...

If you are in need of greater explanation, there are many art/tech universities that offer a Multimedia Law class that can give you a much better explanation than my 10 minute typ-o-rama.
Hope this helps.
Jer
azhdeem@hotmail.com