Every few months something goes around Facebook purporting to be a way to claim copyright in your images or privacy in your updates.
You get a copyright in an image when you take that image, though registering your copyright provides better protection.
Your rights when you post on Facebook are dictated by your privacy settings and the Facebook Terms of Service. The best way to protect your images online is to either (1) not share them, or (2) share low resolution watermarked versions.
Specifically for IP, Facebook’s policy is:
[Y]ou specifically give us the following permission, subject to your privacy and application settings: you grant us a non-exclusive, transferable, sub-licensable, royalty-free, worldwide license to use any IP content that you post on or in connection with Facebook (IP License). This IP License ends when you delete your IP content or your account unless your content has been shared with others, and they have not deleted it.
So, you can share your photos on Facebook, and when you delete the photo, so goes their license to use them.