Grave sin? I think you need to clarify that.
My understanding is that for a grave sin, you would need grave matter. Burning a copy of a $15 CD which will only deny a large corporation a few dollars -- is not grave matter.
Now some venial sins can add up to a mortal sin -- such as stealing $10 a day from a man. Eventually, you would end up stealing $310 in a given month. Other venial sins don't ever add up to a mortal sin. But of course, all venial sin helps dispose a person to graver sins, even mortal sin.
In the case of CDs, the dollar value would add up to make several $10 venial sins into a $100 mortal sin (don't take the $10/$100 amounts literally -- because I'm just throwing out sample numbers, to demonstrate what I'm saying)
Now some software is worth hundreds of dollars -- that would be grave matter.
I would conclude: don't make illegal copies of software, music, or movies. If you have any doubts, I dare you to ask your priest about it in confession. If he is OK with what you are doing, THEN (and only then) don't worry about it.
Matthew