What can I do if someone took my entertainment and compnay (that I do not have copyright or trademark) & made a bunch of CD''s out of it?

There are 2 issues here - trademark and copyright. If you use a trademark to mark your products or services and sell them, you may have "common law"  trademark rights. You don't have to register your trademarks to have enforceable rights. However, "common law" trademark rights are much more difficult to enforce than registered trademarks and what you have to do to enforce them depends on the nature of the trademark itself. You have to show that your trademarks are either "inherently distinctive" or have "acquired distinctiveness" in order to have "common law" trademark rights, and then you must show the geographical area in which people recognize you as the source of your goods/services offered under those trademarks. This is VERY expensive and is why federal registration of trademarks is highly recommended, if possible. If you can do all of this, you can sue the person for trademark infringement. Copyright, however, cannot be enforced unless you register the copyright in the infringed work. Copyright covers "works of authorship," such as songs and videos. You can register your copyright at www.copyright.gov. This is the United States Copyright Office website and it has excellent materials telling you how you can file an application for registration.