Trademarks (and service marks) are the words and logos that identify sources of goods and services we use.

Since A Small Orange is located in the United States, ASO is governed under U.S. Trademark Law.

A Small Orange is a hosting provider and not a legal office. Please direct questions regarding Trademark Law to appropriate legal counsel.

A Trademark does not have to be registered with the US Patent and Trademark Office, but it certainly helps with claims and disputes.

In general, you cannot use someone else's logo, slogan, or other parts of their trademark to sell your product or service in a manner that would confuse a customer as to which product they are buying (you cannot sell your own brand of "Rolex watches"). 

There are a number of Fair Use and non-commercial use of trademarks, including the use of a trademark to identify a product in a review (for example, you wouldn't be able to write a good review of Rolex watches unless you mentioned the brand that you were reviewing). Other Fair Uses include Protest, Criticism or Parody where you use a Trademark to criticize or parody a company or its actions. In these cases, the parody or criticism must be "obvious" and not imply that the company in question has endorsed you.

Other references:
Chilling Effects Trademark/Lawsuit FAQ
Chilling Effects FAQ on Protest, Parody, and Criticism
US Patent and Trademark Office