One can obtain copyright protection by simply taking one's work, placing it into an envelope, and mailing the envelope to oneself. Of course not. Well, the only immediate benefit is that you have an official date, the postmark, by which the work must have been completed. But this certainly does not indicate the author of the work, nor does it confer any legal benefit beyond that which you already had when you first wrote the work. In other words, there is no real benefit to mailing the work to yourself.
Legal advice is like anything else in life.
You get what you pay for. Do not despair, however, because a copyright is a very inexpensive method of protection for many types of works. However, filing for copyright registration with the U.S. Copyright office provides much better protection. If you do not register your work, and then someone copies it and makes a lot of money, you must file for copyright protection anyway before you can file suit. Even then, you can only receive actual damages, or profits made by the infringing party, which may be awfully hard to prove.