1. You can copyright your games by adding the text: Copyright 2008 [your name], just as The Game Creators do. This will tell people that the game belongs to you, just as FPSC belongs to TGC. You need not pay anyone or get any kind of license to do this. Just make sure the work is yours, and you give credit to others work when necessary. This is not a magic text that will keep others from stealing your work.
2. There is no way to stop people from robbing you. If you did what you could to claim and protect the game, and you include a proper EULA, your only recourse is to pursue legal means.
3. Same as #2.
4. You own what you create. You have legal rights to it, and legal rights to pursue those who would take it from you, or make money from it. If you can prove it's yours, and others are stealing it or profiting from it, then you have every right to pursue them. There are many forms of proof of ownership. The original work, the date of posting to a website or selling in a store, etc.
That being said, it's a virtual guarantee that other will steal/use/sell it without your permission, or without paying you a cent. All you can do is try to protect it. Start on this forum by looking for programs like Vishnu and Phoenix.
Best.