Update: This video tutorial is also applicable to Lightroom 5.
Lightroom 3 introduced a very flexible watermark editor, for adding your copyright, logo or other information to your photos when you export them, or create output in the Print, Slideshow and Web modules. Below is a video tutorial on using the watermark editor. It is one of 55 videos from my Lightroom 4: The Fundamentals & Beyond video series — 10 1/2 hour of training for beginning and experienced Lightroom users, on organizing and editing your photos (Library, Map and Develop.)
As usual, for higher quality, once you hit Play, click on the sprocket wheel in the bottom right and choose 720/HD.
Learn more about Lightroom 4: The Fundamentals & Beyond.