You ALWAYS want to copyright your art work.  You can put a watermark over the top of your art, in a bottom corner of the art, or within the framework of your website.  I highly recommend placing that indication within the actual artwork to clearly signify your ownership of the said work.  Copyright is often stated in the following format:

Date © artist; All Rights Reserved

example:
2008 © RM Cotton; All Rights Reserved

For more information on copyright laws, please visit the United States Copyright Office.