Ho, ho! Welcome to the world of protected cd copying.
In short, most game cds have some form of copy protection and cannot be copied in the way you suggest.
An unprotected cd can be copied simply with any general burning app, but copy protected cds cannot be copied successfully that way. Also, the ability to copy many protected cds is hardware dependant (i.e. some reader/writer combos can do so but many can't).
Specialist duplicating apps include alcohol, blindwrite, cd-mate, clonecd and gamejack. Other apps that can also be used for some protected game copying tasks include discdump, discjuggler and fireburner. You can get help with all of these in our Recording Software Forum and its various sub-forums.
Plenty of info in the various stickies there too which you'd be well advised to read as they'll answer a lot of your questions. Tiresome maybe , but you've got to start somewhere.