Good news, the fact that you created them, makes them copyrighted! You already own the copyright to them. If you with to further solidify your ownership, you can register with the US Copyright office by following these steps:
http://www.copyright.gov/register/sound.html but remember, you already own the copyright to anything you create.
If you want a professional looking CD, you will need to hire a graphic designer to do the artwork for your CD. Trust me, you will not be able to do a professional job yourself unless you have an art background. After you have the artwork done then you need to take it to a CD duplication company. Here is a list of some good ones:
http://www.cdbaby.net/picks/1.html
Good luck!