Creative works in the U.S. are protected by copyright laws as soon as they are "fixed in a tangible format." In other words, as soon as your story was written down (or typed into a computer), it was protected by copyright law.
However -- that said, the protection you receive is somewhat limited, compared to what you would have if you went ahead and registered the copyright with the copyright office.
If you are planning on self-publishing, or publishing through a "vanity" publisher, it's probably worthwhile to go ahead and register the copyright to protect yourself. If you are going to publish through a reputable publisher, then registration at this time is probably an unnecessary expense -- if a publisher likes your work, he'll pay you to publish it. He's not going to steal it.
