The first thing you will neec to do is to find out what protection is on the CD. You can find a program to do this here.
Once you know what is protecting the CD you can use the right program to copy it.
A rough guide to what program to use is,
Alcohol = SafeDisc, Starforce 1+2, SecuROM 4.85xx w/ emulation
Blindwrite = SecuROM 4.85xxx(perfect with Plex Premium)
CloneCD = SecuROM 4.85xxx(CloneCD + Twinpeaks + BWA), Laserlock, Ring Protech
DiskDump + FireBurner = SafeDisc 2.51+
Can't Do = StarForce 3, Tages
With most new copy protections making a working copy depends upon your CD burner as well.