With more and more countries like the UK, attempting to pass "Orphaned Works" laws that basically say that if you can't see who the original author is, using the pictures you have created is totally legal, this is a big deal.
The image above, captured from this study, show that Facebook and Twitter are the worse offenders, while Google+ is considerably much better at keeping your copyright info intact.
The full report is here.
Now I am not saying to stop using Facebook all together, but I am saying that you better start watermarking the snot out of anything that you place there. If you want to make sure that it isn't being used without your permission, that is.
Thanks to Pierre Ukelo for passin on this info.