I'm assuming you're wanting to copy a CD or DVD.
1. Put disc into computer.
2. Open Disk Utility (located in Applications > Utilities)
3. Select the disc in the menu on the left.
4. Click "New Image" button in the toolbar.
5. From the pop-down menu, at "Image Format" select "DVD/CD Master".
6. Click "Save" and save the Disk Image someplace on your computer.
7. After the disc has been copied to this new Disc Image, select the disk image from the menu on the left.
8. Click the "Burn" button in the toolbar.
Volia!