The chances are good you are not a conservative now. I'm not either so it's not a problem as far as I'm concerned.
Should I have received a copy when I registered Republican?
Republicans aren't conservative, silly.
I'm guessing you think there are only two choices. "If I'm not a Democrat, I must be a conservative Republican."
Oh, no. I'm aware there are tons of other choices -- Libertarian, Green, Constitution Party -- but the only ones who make the laws are either Republican or democrat (with the occasional Independant tossed in).
So if I want to have any voice at all, even a small one, I have to choose between Rs and Ds. If that turns out to be a choice between the lesser of two evils, I prefer an evil R to and evil D. Evils Rs only take some of my money. Evil Ds want it all.