If you've got a legal copy of CDR-WIN (i.e. you're not being scrambled) and you use the defaults and your cd writer is compatible and your source disk is in fully readable condition and your CD-Rs are in fully writeable condition then it must work. CDR-WIN is, along with CLONECD (which is more restrictive on its device compatibility), a ### success factor for copying PS1 & PS2 games.

On which count in the above list is there a mismatch in your case? Were you using the defaults?