Shiryl -
You might want to check out some of the information at
this link with regards to watermarking your images.
Most people will use a program like Photoshop or Photoshop Elements to watermark their images. There are specialized software applications for watermarking but it seems ( to me) that having an application just for that purpose is a bit wasteful when you can accomplish the same (with more flexibility I might add) with most pieces of post processing software.
The simplest version of watermarking would be to create a separate text layer to contain your copyright and lower the opacity of that layer so that the text is visible but not obtrusive. The basic text is something like:
© 2007 Joseph Russo
I hope this helps!
BTW - To get the © symbol on a Windows computer hold down the ALT key and type 0169 on the numeric keypad. Maybe a Macintosh user can contribute the sequence for doing this on a Mac.
P.S. - If you are using Photoshop there is a good video by Matt Kloskowski
here about adding a watermark to your photo.