It is normally easier to have a search for your specific problem or issue and then ask for if you can't find any answers. Your question is a little open ended at present to give you specific advice. When you do have a question about copying try to list the game, O/S, program that you are using and you CD/DVD burner. This always helps in giving you the right answers.
Some guides on CD/ DVD copying can be found at,
Or you could try the Recording Software Forum which contains burning knowledge aplenty,