I only know the US rules for this so I apologize if it doesn't apply to you.
US copyright law automatically copyrights anything you publish whether you register it or not. It's harder to defend in court if it's not registered but legally it's your property unless you sign the rights over to someone else.
Anyway if you're printing it yourself without a publisher that makes you the publisher, and you can stick a copyright page in the front just like any large scale publisher will. I usually just make sure there's a copyright note somewhere with the publication years and my name.
Also to be perfectly honest you're way more likely to have your work stolen off the internet than out of a printed book.