It would be helpful if you gave details more clearly. The following comments are based on what I think you are saying.
First, is the game on CD or DVD. If it is on CD, then you will obviously get an error if you use the copy DVD function.
Secondly, assuming it is a CD, is the CD copy protected (quite likely I think)?
Nero will not copy "copy protected" CDs.
There is plenty of freeware that will copy copy protected DVDs, but of course you should respect copyright issues.