There's no such thing as "a" copy-protected CD. What there is is a never-ending series of tricks and workarounds
that the designers hope will make it harder to extract the data on the disk in digital form. A lot of these tricks involve some form of corrupting the disk, inserting bad blocks or hiding header info and such, which will hopefully confuse computer CD systems while not affecting the readability in standalone players. Others involve complex multisession or multitrack CD's, and/or employ encrypted data containers and proprietary playback software.
The common problems with these systems are:
1) They usually violate the Red Book standard
2) They are usually either mostly or completely ineffective, or they make the disks unplayable on many machines, or both. Many of the fancier schemes target Windows machines only anyway, and are perfectly readable on other OS's like Linux.
3) They seriously piss off the people who encounter them while not significantly deterring copyability. Most techniques are cracked or worked around almost as soon as they are released, but in the meantime they make it harder for people to do things they expect to be able to do, like rip the audio for playback on their ipods.
Seriously, do yourself a favor and stay far away from any kind of copy protection scheme. They're dishonest, they don't work, they annoy users, and they send people the message that you don't trust them. There really is no upside. If you don't want others to be able to copy your content, the real solution is very simple--don't distribute it.