So, to do this, you create a title element in Movie Edit Pro, and you can enter the text you want. If you want the copyright symbol, you would press the ALT key, while at the same time use the num pad (make sure Num Lock is on) and press 0 1 6 9, then release the ALT key.
That would give you the ability to use the Copyright Symbol... but of course does not actually mean the material has a copyright.
To obtain Copyright interest on a piece of work it is not necessary to make any filing or registration at all - however registering or filing a copyright interest does have some benefits depending on your location in the world.
There are however some conditions/recommendations
1. The piece of work to be copyrighted must be an original work of the author and must not contain any other material already copyrighted, unless written permission has been obtained to use that material.
You have to check the terms and conditions of use for any sites such as freeplaymusic (which appears to be down).
I have found that many so called 'free' sites are only for personal use only - as soon as you want to produce something commercial or for public broadcast then you have to start paying out money.