I have a book that makes an argument from Halakha that copyright is a binding norm under Jewish law, but I feel like it's kind of motivated reasoning because copyright as we know it is a 1700s British invention and there's no likelihood that any Jewish communities observed anything directly equivalent to it before that.
There's an additional principle of Jewish law that says that Jews should normally obey secular laws of the places where they live:
https://en.wikipedia.org/wiki/Dina_d%27malkhuta_dina
Maybe the warning on the CD is indirectly alluding to that?
The same concept applies in Islam and has been used to justify copyright for Islamic works, even audio recordings of Qur'an recitation, one of the most common Islamic media outside of books themselves. So, the idea makes sense from an Islamic perspective, but there is plenty of room for interpretation and also for different accommodations and adjustments depending on the situation.
For example, it would be likely that a scholar would rule that strict copyright may be violated if the alternative, e.g., the complete loss of usefulness of an otherwise beneficial software, may be violated because the benefits outweigh the harm.
Given that the US law considers breaking copyright to be unlawful, Jewish law would too (in the US).