As an author you automatically have copyright over your script, unless you assign it to someone else. You do not have to go through any formal procedure – if you wrote it, and you have not infringed someone else’s copyright, then the copyright is yours. Copyright means that no one can use your work without your permission.
As an author you also have moral rights over what you have written, unless you waive them in a contract. Moral rights include the right to be identified as the author or director of a work as appropriate, the right to object to the derogatory treatment of a work and the right to object to false attribution of a work.
There is a good explanation of UK copyright law on Wikipedia.
WGGB members can contact the office for advice about copyright. We are not able to give any advice to non-members.