Copyright
Free software licenses rely on copyright law. The pro is that they are enforceable. The cons is that you get all the administrative burden.
Fortunately this just means adding to all your files:
- a copyright notice:
Copyright (C) year1, year2, year3 copyright-holder - a license notice
For more information on copyright, you may want to check Dave Turner's blog entry on The Basics: http://www.fsf.org/blogs/licensing/20050325novalis.html
Richard Stallman's Legal Matters is also worth reading (although there're a few parts specific to GNU projects): http://www.gnu.org/prep/maintain/html_node/Legal-Matters.html
GNU GPL
In order to release your project properly and unambiguously under the GNU GPL, please place copyright notices and permission-to-copy statements at the beginning of every copyrightable file, usually any file more than 10 lines long.
In addition, if you haven't already, please include a copy of the plain text version of the GPL, available from http://www.gnu.org/licenses/gpl.txt, into a file named "COPYING".
For more information, see http://www.gnu.org/licenses/gpl-howto.html .
The GPL FAQ explains why these procedures must be followed. To learn why a copy of the GPL must be included with every copy of the code, for example, see http://www.gnu.org/licenses/gpl-faq.html#WhyMustIInclude.
GNU LGPL
In order to release your project properly and unambiguously under the LGPL, please place copyright notices and permission-to-copy statements at the beginning of every copyrightable file, usually any file more than 10 lines long.
In addition, if you haven't already, please include a copy of the plain text version of the GNU LGPL, available from http://www.gnu.org/licenses/lgpl.txt, into a file named "COPYING".
For more information, see http://www.gnu.org/licenses/lgpl.html#SEC4.
GFDL
In order to release your project properly and unambiguously under the GFDL, please place copyright notices and permission-to-copy statements after the title page of each work.
In addition, if you haven't already, please add a copy of the FDL (available from http://www.gnu.org/licenses/fdl.html in various formats) as a section of your works.
For more information, see http://www.gnu.org/licenses/fdl.html#SEC4
http://www.gnu.org/licenses/fdl-howto.html also covers additional points, including a smaller notice that you can use in auxiliary files.
Other licenses
If the license is small (such as the mBSD/MIT/Expat license), instead of a license notice, include it entirely at the top of all your files.
Binary files
If some of your files cannot carry such notices (e.g. binary files), then you can add a README file in the same directory containing the copyright and license notices. Check http://www.gnu.org/prep/maintain/html_node/Copyright-Notices.html for further information.