TM actually stands for Temporary Mark and then when the mark is approved you get to use the R in a circle meaning registered.
Trademarking is a relatively simple process, you will need a specialist attorney, you will need to decide what category/ies you want to register the mark for and then the countries you want the mark registered in.
You can start by going to the U.S. Patent and Trademark website located at [url]http://www.uspto.gov[/url]
Grouping's like the Madrid protocol make it much easier today than ever before to register in multiple countries at the same time.
As for costs, this will depend on three things. The attorney's fees, the # of categories you want to register the mark for and then how many countries you want to register for.
Every country has different fees, some just a processing fee but most a larger fee for research into your application to make sure it is different to others and so on.
All in all, a lengthy process, but vital if you have something you want to protect.