The copyright always belongs to the creator of the content. If you created the content … it is yours (unless you violate the copyright of someone else, or transfer the copyrights).
You distribute the content with permissions stating what is allowed and what not … this is called a licence.
There are several licences out there. Pick one that you like and fits your needs.
Be aware, if you bundle the blenderplayer with your content (export runtime) and you distribute this file, you explicitly distribute all what is in that file including your content under GPL(see the sticky GPL thread).
You still have the copyrights of the content you created. The distributed data is now GPL with all the rights and restrictions of that licence. You can’t take it back nor anyone else.
You can still distribute your content under another licence. But what you published remains GPL.