Not that it helps, but...
Is it actually a CD (TM),? does it have the CD symbol on the disc or on the case? Since technically speaking the copy protected discs are not allowed to call themselves CDs or use the logo,etc. If they do you can probably return it as defective /misrepresenting itself (even if it was advertised as being copy-protected at time of sale).
However if it was advertised as being a copy protected disc, and it doesn't mis-represent itself as complying the the CD standard by using the logo. Then there is not much you can, legally, do.
Personally, I will never knowingly buy a copy-protected CD unless its a small fraction of the cost of a regular CD (1/10th) (Note to music industry people... that's 1/10th the cost of TODAYs CDs... don't think it applies if you raise the cost of a non-protected CD ten-fold)