Copyright registration has significant advantages under U.S. law, apparently, but doesn't exist in the UK. In both counties something is copyright by virtue of being created and written down, but the opportunities for enforcement in the U.S. change if you register, I believe. .
A trademark is worth registering if you think a competitor may use a confusingly similar name to advertise/market competing products. As that's not terribly likely in the small-press RPG world, it's probably unnecessary. UK law has some protection for unregistered names/marks/etc which are associated with a product in the mind of consumers, so there's less necessity to use the registration process. I don't know anything about US unregistered trademark law, though.