Eloy,
If you want some text to appear on the FRONT of the photo, not just when it's viewed online but when it prints, then the text needs to be part of the image data. As a practical matter, this means that you must add it before you upload the image.
I know that it's easy to do this in Photoshop, Photoshop Elements, Lightroom, and even in the excellent free program Picasa. You can do it "by hand" in any paint program. The degree of control that you have varies from program to program. I wasn't very happy with the watermarking done by Lightroom 2, but Lightroom 3 (now in public beta and probably scheduled for release in early 2010) has much better support for this feature, allowing you to control the size of the text, the font, and the placement on the photo. I don't use it for a copyright notice, just a credit.
For what it's worth, I do NOT include this watermark on photos for paying clients. I do have the back of the photo printed with my copyright. Watermarking the front used to be common practice for pro studios; but these days it seems to be rather uncommon and my clients mostly seem to be happier getting photos that are "clean" on the front.
Attaching an example.
Will