Many self-publishers tell you that you do not need to copyright your work before submitting to them for review and/or publication.  However, I highly recommend submitting your work to the Library of Congress for copyright prior to publishing. 

By submitting your manuscript to the Library of Congress, you will ensure that your work is completely yours and that you didn't unintentionally incorporate something written by someone else into your manuscript.  This protects not only yourself, but also everyone else. 

Additionally, what if by chance, you happen to come across something written by another author that has a bit of what you've written?  What can you do about it?  The only way you have any proof that the work is yours is if you have registered it with the Library of Congress.  You are protected by the Federal Copyright Laws after the Library of Congress has registered your work, which may prove to be invaluable in such rare cases.

Finally, what if something goes wrong with the publisher you have chosen?  What if your contract is broken with them, yet they continue to sell your book(s) without your permission? 

It is very inexpensive to register your work.  Most manuscripts cost a total of $45.00 to register, no matter how long they are. 

If you are interested in copyrighting your work(s) with the Library of Congress, this is the official website.  Log in to the site and follow the links for copyrighting information and forms.