The most common way is through the
http://www.copyright.gov/
To protect the 'song' you will need to use form P.A. (Performing Arts). If it's the 'production/recording' that you want to protect then you use form S.R. (Sound Recording)
There are exceptions:
If the author(s) and copyright holder of the Performing Arts portion and the Sound Recording are the same, you can use form S.R. for both parts.
If the authors are the same for a group of songs, you can submit one form for the 'collection.'
If the author(s)vary, or the person who would responsible for the sound recording is different from the author, you'd need to submit separate forms.
Again, form PA for the 'song' UNLESS the copyright holder is the same on all the works, then form SR can cover all.
Copyright Office Circular explaining the difference of PA/SR and when to use them.
If you join BMI, ASCAP, or SESAC they offer assistance in the process.