There's a difference between registering a company name and trademarking. The Secretary of State's website, I believe, has the form you need to fill out and send in to register your name. In CO it's about 8 bucks. Trademarking is a much more expensive and involved, and probably unnecessary, project.
edit: sorry that was revenue, not state:
http://www.businesstax.state.co.us/tradenames/