Image theft sucks, there's no two ways about it. There are complicated ways out there to do watermarks but this is just a super simple one. Hopefully it helps some folks. [Update!]
If you want to use © but your font doesn't support it, there is a way around that. Make your watermark in the font you want, then make another text layer and pick a font that does support the © symbol. Then position the two the way you want them, and merge them together before you make them into a brush. I quite often do this even when the font does support the © symbol so that I can place it exactly where I want.