If you've ever felt at all vague about what copyright is, who owns it and how to establish it, go and look at this post on Jane Smith's How Publishing Really Works, then read the various other posts it links to.
As writers it is essential to understand copyright. If you've written it, it is copyrighted, which means no one can publish your work in any format without your permission.
As a beginner writer I had one little episode where my copyright was breached: one day I idly googled the first line of a story I'd written which had been published in an online journal. It popped up on a Mexican college website of all places, as an example of how to use the future tense in English. I contacted the college, received an apology, then gave them permission to use the story. They had no right to steal my story of course, but I felt kind of flattered to have become part of a curriculum. Wonder if they still teach it?
Edited 20/11/2010 to add this link to a very clear explanation of copyright by Alex Gazzola.