ACAP's q&a board is a good place to ask these questions, plus you can see the old questions and answers. The site is at
http://welcome.to/acap/.
If you're a US citizen, a work is copyrighted the moment it is fixed in a tangible form - and that includes a CD or a computer file. Of course, you can't copyright names, ideas, or titles (but you can trademark the titles and names, I think
.
Just put a little notice at the bottom (or top!) of your page stating:
© Copyright 0000 Your Name
All rights reserved.
And add a little text to let people know they can't copy your stories.
It's tricky ground, particularly on the Internet, where anyone could technically take your stories and put them on their own page if they wanted to. But here's a tip: if you want to regularly check on whether or not your stories have been posted elsewhere on the Internet, go to
http://www.google.com and type in some distinctive parts of your story; say, the names of two characters.