As per the EU law, your right of residence is automatic and you do not need any permission from UKBA.
But it is highly advisable to have the confirmation of that right, because not everyone might be aware of EU law, and might want to see proof that you are legally resident in UK.
It is very simple and easy to do.
Your husband can apply on form EEA1, and you can apply on form EEA2.
Search UKBA wesbsite for these forms.
regards