Technically and legally, you don't need to do anything. The copyright is yours the moment you produce the work, and you don't even need to put the little (c) on your work to register this, either.
However, if you want to be a little more certain, all you have to do is be able to prove that you wrote it first. A computer file will have the original date of creation in its meta-data, so that's one avenue. If you're a member of an online writing group/forum, then submitting your work to that is also a good way of recording date of creation, as the people who run the best ones archive everything posted. Some forums let you have a journal space on which to store your work.
Another, more tangible way of doing it is to post a copy of your work to yourself in a sealed envelope, then don't open it when it's delivered. The postmark is your date evidence.