It is not necessary to "apply" all rights reserved to your copyright. The rights are implicitly reserved unless you grant or license them to someone else. As noted in Free Radical's answer, though, you can still include the phrase in your copyright notice as an explicit indication that you wish to retain your rights.
Your question suggests that you may think it necessary to note the Creative Commons license when you register your copyright. In fact, it's not even necessary to register your copyright for the work to be protected, but registration does have some benefits.
Even if you do register the copyright, the copyright office won't generally track information about the licenses you've granted, whether they be global licenses such as CC or individual licenses granted by contract. The existence or lack of a license is generally a matter of concern only for you and users of your work. That's why Free Radical's answer directs you to the Creative Commons site instead of to a government site.
The HTML code that Free Radical mentions is not the only way to grant a CC license; you could also, for example, include the license text on a piece of paper if you were distributing physical copies of your work.