Copyright of the composition exists the moment a song is written and copyright of the sound recording exists the moment the song is recorded. However, that protection is limited unless you register your copyrights with the US Copyright Office. See here for the complete benefits of registering with the Copyright Office.
It is now mandatory to register your copyrights with the U.S. Copyright Office before filing a lawsuit. Only copyright holders whose applications have been granted may file a lawsuit. Pending applications are not eligible.