Can someone walk me step by step what i have to do? I know you go to http://www.copyright.gov but what after that?! Im changing my name soon and its kind of a common name so I want it copy written asap.
You can't copyright a name. You could (maybe) register it as a trade make. For example you could register tharealphaze as a trademark. Good google trademark registration.
Don't waste your time. People spend wayyy to much time and energy trying to be super "legit" in all the wrong areas. Focus on the music first, and other things will fall into place and make sense later on.