When it comes to this sort of thing, it's a bit of a gray area because although many do this legally (myself included), even more do it illegally. And because this is a public forum, the information given here is available to everyone. And, well, we do what we can to avoid any legal issues. As silly as it is, in today's world, there's actually a chance of us being held accountable for providing such information even though it is already widely available.
Because of that, I can't tell you how to actually copy DVD's. However, I think it is safe enough to at least point you in the right direction. First of all, to answer your question: you do indeed need additional software. You need software to first rip the DVD's and then you need software to burn the copies. For ripping, patio (a fellow moderator) and I are quite partial to DVD Shrink. Now, for burning, I'll leave that up to you. There is free software available, but I haven't found anything decent. You don't have to pay a ton of money, though (avoid Nero!). I'm sure you know how to use Google, right? Just do a few searches and check out different reviews and whatnot and decide what's best for you.
Look around for a bit and I'm sure you'll find everything you need.
