Most the time you have a backup for things like importent files on your computer, so if your computer crashes or gets a worm virus, which is not unlikely, you will have safe protection of the data.
Now, if you are copying a game, and plan to use it, then that must mean you have had your PS2 "chipped". Unless someone has found a way to do it otherwise. I would have thought that a court of law, or at least Sony would see this "chip" as a sign that you plan to use burned games, of which you don't have the original in your possession.