snail mail a printed copy of the picture to yourself and leave it sealed...the postmark is proof that the picture is yours as long as no other proof exists to the contrary.
Photos are automatically yours. You dont need to do anything although some photographers embedd a watermark name/logo or paste an obvious overlay as a visual deterent however these are easy to get around if someone wants. There is also software you can purchase which tracks online use of your photos. And even if there is a clear breach of copyright, it may not be worth the time and effort of pursuing.
There seems to be a LOT of copying of other photos (without permission) occuring on this site! I laugh when I see the MFK logo over another. One of these days there will be some repercussions..... both for this forum and the poster.
Most photo editing software will add a caption or overlay. There is a good free one from google called Picassa which I recommend for simple editing, sorting and filing. It also has 1Gb free web hosting although you dont need to use both.