Under International Copywrite laws (which most of the world excluding the USA signed up to), anything that anyone writes is protected by copywrite. This includes anything from novels, short stories, essays, and even letters. Generally the author of the writing owns that copywrite, but that is not always the case (eg. if he/she has been paid by someone else to write the piece in the first place etc.) To be protected the article must just display the copywrite (C) symbol, the date it was written, and the owner of the copywrite. If you look on the front page of any book, you should see this information.
Unfortunately, owning a copywrite is easier than proving ownership of it. The best way of doing that is to be able to prove you owned the story before anyone else. There are several ways of doing this, some cheaper than others. Before letting anyone else have the story either,
1) In the presence of a solicitor, have the story sealed and dated in an envelope, which the solicitor then keeps until the time proof of ownership may be required.
2) Do the same thing with a bank. The date on the receipt acts as proof.
3) Send the story to yourself by recorded mail, again keep the receipt as proof of date, and never open the envelope until you are in a courtroom proving ownership.
If anyone else then steals your story, claiming they wrote it, you will be able to prove you had a copy of that story before they did.
I'm unsure whether the concept/idea of a story can be copywrited, however.
Hope that is of some use to you.