Make sure that you only make backup copies of your CDs. Refrain from burning CDs that you have not purchased and do not own.
Buy CDs either from the store or from online vendors. This will not only support the artists but it will prevent illegal copies from being made.
Purchase downloads from sites such as iTunes.com or download free songs from reputable sites that comply with the copyright regulations and where the artists decide how they want their material downloaded.
Burn mix CDs or full albums with the legal songs that you downloaded. Only make backup copies and do not make unauthorized copies for anyone but yourself.
Encourage your friends and family to buy music from record stores and online vendors. Buy CDs that have copy protected technology that will prevent you and your friends from making illegal copies.