If you want to have an added layer of protection, you may submit your screenplay or treatment to the WGA (The Writer’s Guild Association).
You don’t have to be a member of the Writer’s Guild to register with them; all you have to do is go to www.wgawregistry.org/registration.asp (WestCoast) or www.wgaeast.org/script_ (East Coast) and pay the $25 fee.
This gives you the option of listing your WGA registration number on the copyright section at the bottom of your screenplay’s first page. It’ll give you some peace of mind as you start sending it out to people.