As photographers and artists, copyright is an important issue. Of course we all know that once we put our stuff out on the web, it can be pirated no matter what measures we take or TOUs we craft. Just the same, as I'm working on putting my files together for the December Blog train, I thought I would put my copyright info. in my files just the same.
Here's a tutorial from Photoshop Essientials on how to embed your contact and copyright info in your files.
What's your thinking? Do you embed your info in your files? Haven't thought about it? Don't care one way or the other? 
An interesting question. For all the designs I create I always add my name in a small corner. This way most of who I deal with always knows it is my work.
I hadn't thought of doing it for the blog train, but always include it in my photography work. It's a great idea for the future though (if we ever do another blog train).
There is a way to save/change your Meta data in Windows. I really don't know much about this, except that you can do it. LOL
I have Windows 7, so, I don't know about other versions. At the bottom of a Window is data. There's a name, date, type, camera used, etc. You can click on an image most folders and that data will become editable. Click on the various elements to change them as you like them. As soon as you start editing, a "Save" button will pop up to the far right. So, when done editing, click save. Ta-da! Done!
Or...
You can also 'Right-click' on an image and select 'Properties', usually found at the bottom. When that window open, select 'Details'. You can edit that info just by typing over it, even in the fields that are blank. Click 'Apply', then, 'Okay'.
I found a tut about this if you want to pursue it further.
http://metadatadeluxe.pbworks.com/w/page/34452007/Windows%207%20Explorer
I haven't tried the PS way, yet, but, I do know this way is quick. You can also add tags for searching, too.
Su
I know you can embed your meta data in most DSLR cameras, as well as in Photoshop and Lightroom. I'm not sure it really adds any extra measure of safekeeping though for digi-scrap stuff.
Sometimes you are better off embedding a watermark in the image. As the metadata can be changed. Even though the watermark can also, it is a lot harder.