Microsoft CDs, in Germany, typically say "Sie sind nicht berechtigt, unrechtmäßige Kopien dieses Datenträgers herzustellen" (roughly, "You are not permitted to make illegitimate copies of this medium").
Well, duh. No-one is permitted to make illegitimate copies, right? That's kind of what "illegitimate" means. Or put another way, if someone were permitted to make a copy, then that particulary copy would not, by definition, be an illegitimate one.