Forum Moderators: not2easy
Forget about the lawyers - they'll clean you out faster than any hijacker will ;-)
That said, Stefan's correct in saying that your work is legally copyrighted the moment you create it and put it in a "fixed form" (and publishing it to the web has been legally included in "fixed forms"). The way I understand it, registering your work with the coyright office gives you two possible benefits - (1) If you end up suing someone for copyright infringement you can sue them for punitive damages in addition to real damages; without the registration you can only sue someone for what their use of your work actually cost you in real dollars. (2) If you do have a legal fight with someone over who created the work, your registered copyright will give you a proven date to show that you were the original owner.
If those two things aren't huge concerns to you, you don't legally need to do anything. But it's certainly a good idea to put copyright notices on your work for people who don't understand that.
Of course, there are lots of people using the web who don't pay any attention to copyright and will take and use your stuff anyway. No kind of copyright notice will stop them (there are other methods to try, and action to take if you catch them, but that's a whole other topic - or several other topics!). But there are also lots of people - especially young ones - using the web who are simply unaware that your material is, in fact, your material and they can't legally use it without asking you. The way I look at it, those are the people your copyright notices are for.
ETA: I just noticed the incorporation question. I don't know much about that side of things, but you certainly don't need to incorporate to copyright something. I copyright all my work as an individual (in my name) not in my site's name.