It doesn't matter if it's a CD, a Film, or manual with the instructions to build a spaceship. If you copy it, the original owner doesn't lose anything. If you don't copy it, the only one missing something (the experience) is YOU.
Enjoy!
Of course, if you happen to have some extra money for donations to creators, please do so. If you don't have that, try contributing with a review somewhere or recommending the content, spread the word. Piracy was shown to drive businesses in several occasions by independent and biased corps (trying to show the opposite).
I can also buy a CD and if I live with family members / roomates, share it and let them play it whenever they want without them paying for it.
Or let people copy it.
Ah I forgot it depends on the country.
In Canada for example, it's legal to copy a borrowed CD.