Please help this desperate newbie!!!

[gramkrkr]

I have been prowling through this site desperately searching for an answer to my to my question and I have seen nothing that helps me in the least.So can someone tell me what I should do in burning an already copied game? I borrowed my friends SNKvsCapcom which of course was a copied game. I burned it like a normal CD-R and of course it didn't work,I was then told that they couldn't be burned like normal CD-R's so what then should I do? Please help me!!