It's not too hard to create something that's copy-resistant (although of course no readable media can be truly copy-proof). In audio CDs the most common means is to create intentionally erroneous data in the disc format to 'confuse' CD drives that try to read it. Basically a CD player in a stereo or CD-walkman is too primitive to try and read this data and so isn't tripped up by it containing errors, whereas a computer's CD drive must support more than just audio CDs and so must read the data, errors and all. With DVDs it's a lot harder since even the most basic dedicated DVD player will almost certainly support VCDs, SVCDs, audio CDs, and probably a few other formats, but there are still methods around to hinder copying.
