Is there any FREE software that will burn copy protected games?

Or do I have to shell out money for alcohol, or clone cd, etc.

nope

You can try burnatonce (freeware) http://www.burnatonce.com/ to create a SafeDisc backup using philambers guide Copying SafeDisc 2 protected games.

You can try Alcohol, BlindWrite, CloneCD all free for 30 days. If you like it then buy one.

Discjuggler demo is free and is good for backing up safedisc.