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Follow up:
There is no absolute requirement to register a business name in the UK but it is a consideration for the future. After all, you would not want to spend some time establishing a name in your chosen niche and becoming successful only to suddenly discover that the name would be impossible to register.
For UK businesses, the guidance can be found at Companies House and the link is http://www.companieshouse.gov.uk/about/gbhtml/gpllp1.shtml although this paricular document is for limited liability partnershps
Other countries are quite likely to have similar rules although the detail will vary.