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I can understand your confusion and frustration, as the US Copyright Office does not make this easy to understand. You would want to copyright the actual song (lyrics, sheet music, etc...) as a "musical work". Any recording would be a "sound recording". These are two different copyrights, and would require two different copyright filings.

For example, the song "You Raise Me Up" was written by Brendan Graham and Rolf Lovland, who own the copyright to the musical work. But the song has been covered more than 125 times, each having its own copyright. Now each time a new band wants to cover that work, they would need a license from the musical work holder to do so, but once they get that, their own recording would be copyrightable.

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You can do it online here: https://eco.copyright.gov/eService_enu/start.swe?SWECmd=Start&SWEHo=eco.copyright.gov.

Register a free account. Click on "new user" to open your account. You'll need to give your name, address, country (if not from the USA), phone details, and preferred contact method.

Once you have an account opened, you can use this every time you'd like to make a copyright application. The account allows you to monitor your applications and to find various types of information concerning copyright. There is also a tutorial on making a claim provided. Complete your online copyright application. Click on "Register a New Claim" under "Copyright Services," located in the left hand column of your account. Be prepared to answer questions about yourself, the work you're seeking to copyright and where you'd like the copyright certification to be sent.

Pay the $35 fee via either credit or debit card, electronic check, or a copyright office deposit account. Upload an electronic copy of your work. Many types of files are accepted, but check the Copyright Office's complete list to ensure that you're not sending in an incompatible file.[2] If you don't want to do this, you can send a hard copy (non-returnable) and it has to be sent in a box, not an envelope (and CDs should in jewel cases). You can make a shipping address slip from the site.

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