You have to MARK each round. Generally speaking, because you're starting off, (and cause I know it's a pain in the ***) I'm not troubling you to remember it/state it.
It's usually pretty obvious.
The two classes actually mark in a radically different way
Paladin's us a minor action to issue a Divine Challenge (which is a mark)
It's kinda complex; basically the simple version is that you use a minor to mark someone within 5 squares and as long as you stay "engaged" with them you can keep the mark.
[sblock=Pally challenge]Effect: You mark the target. The target remains marked until you use this power against another target, or if you fail to engage the target (see below). A creature can be subject to only one mark at a time. A new mark supersedes a mark that was already in place.
While a target is marked, it takes a –2 penalty to attack rolls for any attack that doesn’t include you as a target. Also, it takes radiant damage equal to 3 + your Charisma modifier the first time it makes an attack that doesn’t include you as a target before the start of your next turn.
On your turn, you must engage the target you challenged or challenge a different target. To engage the target, you must either attack it or end your turn adjacent to it. If none of these events occur by the end of your turn, the marked condition ends and you can’t use divine challenge on your next turn.
You can use divine challenge once per turn.
Special: Even though this ability is called a challenge, it doesn’t rely on the intelligence or language ability of the target. It’s a magical compulsion that affects the creature’s behavior, regardless of the creature’s nature. You can’t place a divine challenge on a creature that is already affected by your or another character’s divine challenge.[/sblock]
The fighter and most monsters can marks anyone they attack (hit or miss). It's not an action.
I think I've been having the fighter and monsters hit to mark, but that was apparently wrong in the case of the fighter (still not sure about the monster).