Wrong, sorry. In the UK at least, anyway. You have to register a trademark if you want to use the (R) symbol on it, but any unique mark is automatically a trademark, and TM can be used freely without any registration.
That said, courts look FAR more favourably on an (R) mark than a TM mark, because there is a definite legal process that's been followed (and hard cash invested - about US$400 here in UK) to obtain the mark. TM is pretty much the trademark equivalent of a cat pissing up a tree to say "That's mine" - i.e. it don't really mean shit til the courts decide one way or the other.
Note that all the above assumes a case in a single country - once you cross international lines your (R) mark doesn't mean anything.