Your copyright begins from the first word. Proving copyright is different. One way would be to print it out, seal it and get a Lawyer to put a signature and date on it and put it in a safe. Banks Manager's sometimes offer this service for a small fee. Ask your bank. This makes the copyright good for 1 country. http://www.apostille.com have a service to make your copyright legal in we think 150 countries or so worldwide.
http://www.apostille.com do it, you just email them the book then they get a hardcopy made with all the copyright seals and stuff.
Your first stop should be the copyright office of your specific country. If you are in the US check out http://www.copyright.gov/register/literary.html which shows you how to register copyright for literary works (ebooks included). It's best to register your copyright officially since it would then be in the public record and you will also be able to sue people who infringe your copyright in the future (US courts requires official registration to sue for damages), without having a worry about how to proof that you own the copyright. It only costs $45 if I understood everything correctly.
Trouble with that system is, if you have your copyright in the USA and someone in Europe steals your work and starts selling it, you have a problem. The service below solves that problem. http://www.apostille.com/copyright-testimony.htm
Crusader is correct. From the moment you create an original work, you own the copyright. In order to bring a lawsuit in a U.S. court for copyright infringement, you need to register the copyright. Registering is voluntary. http://www.copyright.gov/help/faq/faq-general.html#what If you don't foresee yourself ever going to court if your copyright is infringed then registering is unnecessary. You can use a copyright notice to make yourself feel good and put people on notice as in "© 2006 John Doe." Regarding vanquishdesign's commnet, many countries are parties to international copyright treaties. See http://www.copyright.gov/circs/circ38a.pdf
If someone wants to steal your ebook, they're going to. Putting a copyright on it won't stop Joe in Mongolia from reselling your ebook. It won't even stop a random person in the USA From selling your ebook.
But getting a worldwide copyright testimony created for your book gives you ammunition if someone steals your book then sells it online. You can use the apostille testimony thing as proof that the work is yours. US copyright is really only valid in the US, French copyright in France etc etc. A copyright testimony from http://www.apostille.com makes it valid in 150 countries or so. Much more protection in our opinion.
No, Apostille just means you are paying $500 for a peice of paper that may or may not have had a solicitor look over it. Out of curiosity as I was speaking to my solicitor today had them have a quick look at the wording on the apostille site and they simply laughed and asked us to create a similar money printing website for them. As others have correctly said, you dont need to do a thing to have something copyrighted as it is automatically copyrighted the second it is put down into a reproducable form (something only in your head isnt copyrighted). The difficulty comes with proving that you created something before the person you are accusing of copyright theft which is where government offices, banks and solicitors can help and their "proof" will be valid in any country where copyright is recognised. Our solicitor doesnt charge us anything for this service at all (much better than $400 + $100 per document) but is obviously absorbed into the general fees they charge us for contract preperation, due dilligence etc