If you don't have a Plextor CD-R drive, then this is the reason you are getting this when you try to copy the CD+G disc. Some drives will state YES for Karaoke but really will not work, as this error states. The part of this error saying
Illegal Command Request means that you are telling the drive to do something, that it doesn't understand, so it gives the software an error to give back to you.
Here is a list of known drives that do this:
http://forum.mtu.com/showthread.php?threadid=1106
There is no fix for this, other than to change out your CD-R for one that will work for CD+G.