Copyright - Can anyone advise me?

Can anyone give me some advice on copyright? I am going to submit a short story I have written to a Children's story competition as mentioned in Cally's blog (thanks Cally) and I want to copyright my work. I have read up a little on this and there seems to be many different ways to do this such as marking my work or registering it. Can anyone advise me on what I should do as I am more than a little confused?