If you've written it, the copyright belongs to you.

There are agencies etc that deal with registering your work and I'm familiar only with UK law, but if you print off your manuscript, put it in an envelope and post it to yourself with the seal signed and dated by the postmaster, it covers you in most cases, I believe. Make certain you don't open the envelope because that signed and dated seal is your guarantee that the work is yours.

I would strongly recommend you publish your story as a book!