What can I do about copying copyrighted movies to DVD?

I bought this DVD Recorder/VCR Combo. Well, I have movies on my DVR from the cable office, I want to transfer the movies I have on there to Disc. But, when I do a box pops up on the screen that says unable to copy copyrighted material. Mind you, this is from the TV, a cable station. It will record cable stations that have commercial interruptions and some really old movies on cable stations that are un cut every now and then. The VCR however will record copyrighted Movies from cable. The manual says something about using some special recordable disc or whatever with CPRM, however I don't understand the manual. I want some movies on DVD, not VHS. So, has anyone had this problem? Or what I can do, use? Any help please!