The last few years game developers more and more are protecting their games with commercial CD Protections. Until now none of these CD Protections have really helped, in some cases it even can work against you as some CD-ROM players can not handle the protection. So we have to wait before game developers get it that it is a waste of effort and money protecting CD's.
Most protection technologies (like SafeDisc&SecuROM) encrypt the main executable using a key, this key is then added to the disc as a digital signature. A software loader program is added to read the digital signature, extract the key and load/decrypt the main executable.
There are currently a number of tools which are able to create your own protected data&audio CD's!
You can find
here a complete list of protection programs suitable for your kind of data.