GTA 2 has the SafeDisc protection, so use these setting with CloneCD:
fast error skip: on
The rest leave unchecked.
Note: your burner has to be supported in order to write the protection correctly. When you start to read the game you will get a lot of read errors (that's why you have to use the fast error skip). This is normal, since SafeDisc relies on read errors.
Hope I've helped you.