How do I become either one of the following (MyCompanyName is not actually my company's name): MyCompanyName Ltd. MyCompanyName LLC. MyCompanyName Inc. Do I have to sign any papers or register online? How do I make it official? Oh right, I am in Canada by the way.
You can incorporate in your province, or at the federal level: http://www.ic.gc.ca/eic/site/cd-dgc.nsf/eng/cs03988.html
Even though you are in Canada you may still set up an LLC within one of the U.S. 50 states. You will need to have a registered agent within the state, but most sites that set up cheap LLC's will provide this service for a yearly fee of about $100.