Gather all of the necessary information on the piracy. You will need the name of the offender, the CD or CD's involved, and the number of instances in which the CD was illegally copied. Also have the contact information for yourself as well as the offender.
Contact the federal government. The US Department of Justice is the agency that prosecutes CD piracy. You can contact them via mail or phone. Expect a long wait with either method, after all this is the agency that was created by the same people who masterminded the DMV.
Go to riaa.com, the website of the Recording Industry Association of America (see Resources below). Click on "Report Piracy" and fill in the report.
Look on the back of the CD, if you have it in your possession, or enter the name of the artist or song. Once you have the name of the recording company, go to you search engine once again, and find the company's webpage. If there is no tab for piracy, click on "Contact us" and send an email or call the company directly.