The usual way, I suppose.
All you need to do to establish a legal copyright is affix a copyright
notice on your recording or lyrics. The term "affix" simply means you
write your name and the year the song was written next to the
copyright symbol.
The format looks like this: © YOUR NAME 2011
That's all there is to it. In fact, it's not even necessary to include
a copyright notice on subsequent recordings. The writer still has
copyright protection.
Because copyright law provides clear protections at the time of
creation, experienced songwriters often wait to file formal copyrights
(with the U.S. Office of Copyrights) until their songs are polished,
rewritten, completed and ready to be published or released
commercially.
When a song is completed and ready to show, it's also ready to be
registered with the U.S. Copyright Office.
http://www.songwritersresourcenetwork.com/copyrights.html