Transferring from CD to Audio device

Hi,

I recently purchased original cd sets (language educational cds ) with the hope of transferring them onto an audio device for ease of use etc. At the same time I also purchased a Sony dictaphone and tried to transfer them onto it only to discover it cannot play because of 'copyright data'/licensing issues.

On the back of the cd sets it states ipod/mp3 and the device I was using was also mp3 compatible along with other formats. Is there something I'm doing incorrect here or do I have to buy an ipod or what ?
Please be aware that I'm not too up on the gadget/tech side of things, all I'd like to do is to throw on my headphones and listen to the language cds but I don't know a way around this.
I don't know now must I return the Sony device or the cds and is the ONLY way they can be listened to is on my laptop/cd player ?

Thanks for any help.