There are many protection schemes on Dreamcast games, the first one occers when the white sega logo appears and checks a file called IP.BIN on the Copied or origanl CD. If you clear that screen, and dont go to the Audio Player screen, then your problem is in a protection scheme in the Games main BIN file. The easest way to make a backup, if you dont want to find the protection string, is to use the following method to copy the game, instruction found a site below.
http://internetconvoy.com/4500.htm