I know what you mean. I was in the same situation a few months ago and I felt....well...cheated. There I was, with a legally bought Cd and I wasn't even able to do with it what I wanted to (namely ripping it and putting the mp3's on my Empeg)
Well, with a little help from a friend I was able to override the protection. Remember : any protection can be broken.
First step :
Get Clony XXL
here. It's a little program that scans cd's and tells if there's some kind of protection on the Cd and what kind of protection it is.
Once you know what kind of protection it is, then you can dig deeper to find a way to override it.