Want to add scene to DVD using Proshow Gold

Hi CD Freaks, Newbie here once again, a bit old in the tooth, so finding this new age stuff a tad difficult and would appreciate a bit of help from you guys and gals, once again…
Don’t wish to bore here but here goes…Recently started playing with Proshow Gold…having good results no probs there…but today I bought a CD…Enigma, A Posteriori…nice sounds…to the point gang…I tried to add a track from the CD, to make a new show on the prementioned Proshow Gold…if you get my drift…and it will not load the music from the CD…I guess it has a copyright, thingy or somethig stopping it …am I right gang ?..now as I want to only make the show for me…and dont intend to break any copyright laws ect…is there a button or two I can press…and get my CD to load the music…into the Proshow Gold program so to speak…so I can get on and create one of my wonderfull picture shows…to this sweet music…PS, I might mention, I have had no difficulty in adding tracks from various CD’s to other shows…just this one…any help or direction would be vastly appreciated…oh, and bye the way…“Happy New Year” gang…cheers old Lynxie…