I used to hv same problem.
Though I dunno how to make copy-protected cd I use the following methord:
1. U'll need a softwre known as AXCRYPT
http://www.snapfiles.com/download/dlaxcrypt.html
2. download and Install it.
3. Right click on the file(u want to protect)
then AxCrypt >> Encrypt. Type the password and the files are encrypted.
(Don't forget the password)
4. Then write the encryped files onto the Disc.
5. Whenever u want to open that file all you hv to do is decrypt it.
6. This methord is useful because there is 10% chance that others hv AxCrypt and if they do hv
they'll don't know the password. So its only you and that can open the file.
Note: 1)If you want to access the file in other computer it shud also hv axcrypt.
2)The encryption and decryption can only be done on HDD as the temporary files
can't be created on CDs. So to access the files u'll hv to copy them to HDD and
then Decrypt it.
3)If the files are large(e.g. 50 mb) then it may take time to encrypt and decrypt.
Maybe the method doesn't satisfy ur need but it is usful to an extent.