We here at CD Baby do not handle copyright registration for our artists, this can only be done directly through the U.S. Copyright Office.
Registering your work with the U.S. Copyright Office is not required for distribution, however registering your copyright is the best way to protect a copyright and would make it easier to prove or establish who the copyright owner is, should any conflict arise.
You can find out more on how to have your copyright protected at the following address: www.copyright.gov
We have do have a referral to a company called Cosynd, which offers a simple, affordable copyright and contract service to assist our users in protecting all of their creations.
You can find information regarding this company within your CD Baby account under the "Tools & Promotions" tab under Artist Resources.