I'm pretty sure that no matter what, any creative work that you publish has an implied copyright attached to it. For example, if you do a column for a local newspaper, it isn't fair game for anyone to plagiarize it, just because there's no (C) at the end of it. As far as I know, North American (and perhaps even international) law protects any work as soon as it's published.

So, recording an MP3 and putting it on a website might qualify as publication of your work. That would mean that if anyone copies it, it's in violation of copyright laws. Whether or not you'd be able to prosecute if someone stole it is a different issue.