Saulgold - in the UK that would be covered by the Performing Right Society. Regardless of whether you are paid or not, in some venues you might be required to fill in a PRS form in which you list (to the best of your knowledge) the names and authors of works you have performed. This is returned to the PRS and in theory the results are accumulated and money distributed to the authors. You don't have to pay anything but venues big enough to be noticed have to ay the PRS an annual fee if there is likely to be eligible material preformed there.

If you are outside the UK, I don't know what happens...

Anahata