Generally speaking, you want to state that the program is protected by copyright, and yes, that has to be done in the “terms and conditions,” which the user must accept. The best way to get them to read that is to make it as short as possible; there are many boilerplate examples out there which you can use and tailor to your needs. At a minimum, this should state that the software is sold “as is,” and there is no warranty.

Personally, I think a plea might work well here: “It’s just me, I don’t make a lot of money from this, but if you support me as a developer, I can give you support and possibly add new features to the software. This isn’t cripple-ware; you’re downloading the actual program with all features, so please buy it if you like it. I’ve made the cost as low as possible to keep it affordable for you.”

There should be some sort of time bomb in the program so that it stops running after 30 days and nags the user to pay up. You’ll need a simple challenge/response system so that you can issue codes against the user’s personal copy; generally they would type the challenge into the website (after they’ve paid up), and your website would respond with a key corresponding to the challenge, which they then put into their registration dialog.

I’m planning on releasing a program I made, but I’m not sure exactly how to ensure people don’t just steal it.

There will always be people who steal your software. Some do it because they cannot afford to pay for it, others will steal on principal “I won’t pay for software”. What you need to do is find the balance between spending too much time stopping people from pirating your software, because you won’t, and making it difficult for opportunistic ‘thieves’ to break your program easily.

How do I make it illegal (is it by default?) for people to resell copies of it.

IANAL and this depends on your country. Some countries you need to register a copyright, others it is implicit, such as Australia. You want to look at displaying an end user license agreement at the point of installation and/or downloading of your software.

What about adding Copyrights to the code itself? Often, when I’m buying software, or even when it’s free, I have to accept terms and conditions (which I obviously read sarcasm). Do I need something like that?

See above. I will point out here that your asking for how to protect yourself, other people use agreements for the same purpose.

It’s written in Java

Make sure you consider using an obfuscator to help protect yourself.

I’m planing on using Paypal for the payment, though I may look into amazon or see the cost of an ssl certificate with my host to see if it makes sense to do it myself.

You really don’t want to handle payments yourself. It’s not worth the pain.