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you should talk to an attorney about this -- preferably one that does IP (intellectual property) rights. From my understanding (which is limited since I'm not a lawyer, so don't take any of this as advice), not having a registered copyright (at least USA style) with the copyright office limits the damages you can seek to actual damages. If you have a registered copyright you can also seek punitive damages. I'm not sure if court fees get covered either way. The second thing is that having a registered copyright makes it easier (but not automatic) to prove you are the owner. Lastly, it may also help in international issues where the other country is part of the Berne (not sure about spelling) convention or has a separate treaty with the US. But you still may need to copyright overseas (one more reason to talk to an attorney that knows this stuff). Just because in the US you get an automatic copyright does not guarantee protection of it, and may not cover other countries. For a long time in the 1800's it was perfectly legal to reproduce foreign books in the US without consent since we had no agreements for copyright protection with Europe.

And nattylux is right about the pirates. It won't stop them. But it never hurts to register so long as you can pay the fee and fill out the paperwork. I've spent over 10 years in design and various creative fields... registered copyrights are a very good thing despite the RIAA.