Facebook's terms are much more reasonable than they used to be. That said, I too avoid uploading there mostly because they still strip all metadata, including the color profile and embedded copyright notice. Instead I upload to Flickr and import my Flickr photostream into my Facebook wall.
But we're off-topic. Cameragirl, I think Don hit it right on the head -- just check the "Add Copyright Watermark" button in the export dialog, no matter which service you're uploading to. Remember that you need to fill out the IPTC Copyright field in the metadata as well.
If you're using Jeffrey Friedl's export plugins for Facebook, Zenfolio, and Flickr, this all works the same in all three.