Make sure the puzzle book you want to copyright is legally yours to copyright, meaning you wrote the book and created all the puzzles yourself, and it is a previously unpublished work.
Register with the U.S. Copyright Office for the added benefit of having your puzzle book on file with the government, although this is not required by law.
Go to the U.S. Copyright website (see references). Click on "Forms" at the left side of the screen. Choose the type of copyright registration form that your computer can open. Download and print the form and fill it out.
Send the form, the fee (check the website for current rates) and a copy of the puzzle book to the U.S. Copyright Office. Keep in mind that the copyright is effective as soon as the Copyright Office receives your package; it does not matter how long it takes them to actually process your application.