@tuxfan: Yup, you're right. In fact, Linux is actually hurt worse than Windows because of software piracy, contrary to what the others think. By encouraging piracy, all Microsoft loses is a bit of money, but Linux ends up losing a part of a user base that might otherwise join their community if not for piracy.
@kaptandeath: If you want to protect your CDs/DVDs from being copied/ripped, then you need to get yourself a professional Copy-Protect system, and needless to say they don't exactly come cheap. There are no free/shareware stuff out there that can do the job. If you believe your software is valuable enough, then you can either get Macrovision's SafeDisc, Sony's SecuROM, LaserLock or StarForce protections for your software. While you have to order SafeDisc and SecuROM off their websites before you get access, you can try creating a CD free of charge on the LaserLock website using their online tools (it comes with a "Not for sale" warning, but its OK if you're creating only one software and is good enough to deter the casual pirate) and you can download StarForce ProActive SN100 for your licensing needs from here.