As discussed on CJAM's Copyright: The Basics fact sheet, available here, copyright occurs automatically once your original idea is fixed onto a tangible medium. Proving as much has always been of major concerns to artists, and so years ago the "Mail It To Yourself", or "Poor Man's Copyright" Myth was popularized. Artists decided to mail themselves a copy of their work through the postal system as "proof" they had created the work before the date the envelope was postmarked. Then, if there was ever a situation of alleged copyright infringement, they could turn to their envelope's contents to prove the date they had created the work.
Unfortunately, mailing yourself a copy of your work has no legal bearing: there's no independent evidentiary element associated with the activity, and is clearly easily tampered with (artists could reseal an opened envelope, alter the postmark, etc). As a result, courts will generally not admit this as tangible proof of copyright.
In Canada, rather than employing this ineffective method, artists can register their works with the Canadian Intellectual Property Office. As explained on their site, "Although copyright in a work exists automatically when an original work is created, a certificate of registration is evidence that your creation is protected by copyright and that you, the person registered, are the owner. It can be used in court as evidence of ownership."