Copyright is granted automatically upon the creation of a new work. You don't have to do anything for it, it's automatic.
If you're really concerned about it, you can register your work with the copyright office. That provides proof of when you created it, and that you're the original owner. Honestly, though, unless you expect to make a career out of selling photographs it's probably not worth the effort. You already hold copyright over your works, and that should be good enough for any situations you're likely to encounter.
U.S. Copyright Office - Forms
As an aside, it is a good idea for anyone looking to get into the arts in any professional capacity to familiarize themselves with applicable laws. For you that's going to be US copyright law and WIPO. Wikipedia is a good place to start.