This has been asked and answered a thousand times, please use the search function the next time.
Wrong, copyright does not cost money. However registering your works at the US copyright office does. As soon as you make something you have the copyright by law, there are no costs at all involved. Why people pay to register is that they can incase of a court case proove that they made something at a certain date.
And no you don't have to do it one by one, you can send in a whole CD.
And yes you own the copyright to a sampled beat, but you don't own the publishing rights. Using it in a commercial context will still get you sued unless you clear the samples.
Finally, check this link out:
My Free Copyright