How do you get something copyrighted?

take a copy and write the name of your band

All copyright does is prove that you created something before anyone else did. The simplest way is to just make a copy of what you've created and send it in the post to yourself registered post. When it arrives at your own address, DON'T OPEN IT! The seal and the date is the proof that you created it before a specific date. On the specifics of a Band Name - I'm afraid you can't copyright it. You can't copyright names or ideas. You could, in theory call your band The Beatles. But you'd be a bit dumb to do it.

Copyright arises automatically when you create a piece of (certain type of) intellectual property. In the UK (and many other countries) there is nothing more that needs to be done, and indeed there isn't anything you can do, at least officially, to register your copyright. You can do various things like post a sealed letter containing your piece of work to yourself, your lawyer, etc., and make sure that the letter remains unopened; this will in time be taken as proof that you have created the work when at or before the time of posting. Alternatively, you may be able to get the piece of work notarised by a public notary or even a court of law to achieve more or less the same 'date stamping'. In some countries such as the US you can register copyright in the same way you register trademarks, designs, and other intellectual property.