As one attorney keeps knocking it in my hard head, you either use the term as a trademark or you don't. Demonstrating it is a different story. While there's no requirement putting the TM beside the word, doing so will at least let people know you're using it as such.
Okay, I admit I was lazy when I answered that time. If you really want a more detailed explanation, here you go. How to turn your preferred word or phrase into a trademark depends on which jurisdiction you wish to establish it. In the US, you have to show you're using the term as a source identifier of goods in commerce. Star Wars was originally just the title of a movie. But it eventually became a trademark when the same words was used to sell related merchandise, and it has remained such to this day. I also got confirmation from at least 2 attorneys that displaying the letter TM or such beside the word has no legal requirement in the US. Still makes sense to show it anyway, as long as you're prepared to show you're using it. Other trademark offices in other jurisdictions may treat it similarly or different. There's one UDRP where someone registered a Benelux trademark and tried to use that, but still lost.
You can display TM to put the public on notice that you consider it your mark, but it has little exclusive use rights. The (R) symbol shows that it is a registered mark. Failure to identify it as a registered mark using the (R) symbol can among other things lead to the loss of trademark rights. If you are in process of registering, use TM until registration approved.
not identifying a registered mark cannot lead to any problem if it's registered... well according to this http://www.templetons.com/brad/copymyths.html last revision october 2004 so might be outdated thought...
Well not identifying your registered mark using (R) - that is, even when registered - can lead to loss of exclusive rights to the mark. That's why you find in Writer's Digest a regular campaign of major companies to pound into writer's heads that they MUST put (R) after use of a trademarked name. There are a whole bunch of rules about how/where to place the R in a doc, etc. too. But if Yahoo! and Micro$oft didn't constantly threaten domain name registrants and webmasters and people who do not identify the mark with an (R), they may be found to have failed to adequately enforce their mark,and the mark could then enter common usage. So that's why they go after cybersquatters, etc. Think of it this way: The US Govt gives a company exclusive rights, because that company promises to help the public out by making sure that when the public sees Coca-Cola, they know they're getting Coca-Cola, and not Bob's Root Beer. If Coke lets Bob use their mark and doesn't do anything, the gov't takes away Coke's exclusive right, and so it should - who wants root beer when you asked for a Coke? The ways to establish rights are: 1) notice -meaning placing the little (R) where necessary, and 2) going after anyone using it improperly. If Coke doesn't go after Bob, then the mark "Coca-Cola" mean squat. And is worth about as much too.