I believe that CloneCD would by the software you're looking for for that functionality. CloneDVD is only meant to copy DVD's.
anydvd wont always remove the protection as far as i know.. i have problems when trying to burn a protected music cd with Nero 7 Premium.. it never starts reading :doh: anyway cloneCD seem to do the trick fine on its own another solution might also be to rip the music to the PC in wave or some other lossless format then burn a cd from those files