In the United States, a copyright is automatic and implicit provided all of the material is original (by you) or you have expressed permission to use any material created by others for public and/or commercial purposes.

You could add your copyright information to the tag of your audio file if you feel it necessary.  Publishing a written score of your composition with your copyright information is even better. Neither is absolutely necessary, but it wouldn't hurt.

It seem MMM only allows you to add tag information to Windows Media files (.wma).  It is called "Clip Info".

Copyright laws in other countries may be a little different.

One big problem is tracking the use of your work plus the time and cost of prosecuting offenders.  Good luck!