every please read (about making backups-im confused)

how do i make playstation backups? i downloaded cdclone or clonecd(wutever it is) then i trade to burn some games but they didnt work on my playstation.I have a action replay external mod chip. The games i tried to burn are Dave Mirra, Tripple Play 20001, Tony Hawk2. I cant get any games to work! The CD-R's I use are Memorex audio and data cd's. Please help me! What do i do?
im wicked confused!