One more note on this: as has been said, copyright is owned upon creation automatically, proving it is another matter, and there are formal ways to register. A very common one, especially with screenplays, is the Writer's Guild of America electronic registration. Costs about $20 USD
Writers Guild of America, West
The Big Enchilada is the US copyright office itself at
http://www.copyright.gov/register/
A peculiarity of this which most writers are not unfortunate enough to find out is that registration there, which costs more, is time-consuming, and a burro-cratic pain in the butt, is the pretty much required to bring a lawsuit.
Does this mean that that you should register everything just in case. Not really. If your are infringed you can register when you bring suit. (Often just filing...or even a letter from a lawyer... will bring a settlement without the eventuality of court)
When you go to court you really need to prove two things: that you created the piece before these scumbags got their hands on it, and that they have not contract granting them use. The latter ball is in their court, of course, but if you didn't go through the registration you need to show prior claim. THe old "send yourself a registered letter" gambit is often cited. But having the thing listed on WGA, or published elsewhere is pretty hard to get around.