Once you finish your work, in this case books, they are entitled to copyright protection immediately. What you want to do is file for copyright registration with the federal government. That will give you even greater protection and more damages if anyone ever infringes on your copy rights.
Kudos to you for being proactive and thinking about this at this stage.
Copyright subsists in an original work of authorship as soon as it is fixed in a tangible medium of expression. In other words, as soon as you typed each book into your computer's word processing program (or wrote them out by hand), you have copyright rights to each book.
It is still extremely important for you to register each of your books with the Copyright Office. That will give you the ability to enforce your rights in federal court (and what good are rights if you cannot enforce them?). Governmental filing fees are currently $35 per application if you file the applications electronically through the Copyright Office's eCO system.
I would strongly recommend that you work with an experienced copyright attorney to assist you with the applications and getting the deposit copies on file, to make sure that everything is done correctly. This is important when it comes to enforcing your rights.
Best of luck!
This answer is for general information purposes only. This communication does not constitute legal advice, nor does it form an attorney-client relationship.
My colleagues have covered the procedure of copyright very well.
I'd add that before you publish or register anything, you should hire an IP lawyer to "vet" your books to make sure they're not infringing anyone's copyright, trademark, contract, privacy, publicity rights, etc. These are assurance that a publisher would require any author to warrant, and if you're acting without an a literary agent, editor, lawyer, or publisher, you really should seek some professional help before you make your work public.
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Absolutely agree with Pamela's advice. Register your work, but you may also choose to perform a clearance of the work to ensure the work is not infringing on any other work or property, and is not otherwise encumbered with any legal battle that may hinder publishing or production.
You want to be sure your work is marketable.
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