Copyright is a legal concept, not a physical mark.

A watermark is / can be a physical mark used to denote ownership, deter copying, etc.

MCP has an action for making and applying a watermark that is pretty easily dissectible so that you can choose which watermarks to add once you create multiple versions. Get it here:
http://multiplechoicesphotography.blogspot.com/2007/11/as-promised-watermark-freebie-action.html