More DRM goodness.
Sony CDs that are copy protected install software on your Windows box that limits what you can do with the CD. Besides the fact that this is a violation of copyright law and an intrusion in to your computer by unwanted software, the software that is installed is effectivly a root kit.
It installs itself, it hides itself, it hooks itself into the OS and when you try to remove it, it breaks your OS so you have to reinstall the OS in order to play CDs again. Sounds like a root kit to me.
Mark Russinovich at SysInternals has the full, gory details.