My son was given as a gift CD-ROMS which teach jewish concepts to children (brochos and davening) When he received it I thought that the person who gave the gift purchased it. A few weeks lated I realised that the CD-ROMs were copied without permission. Which I think is stealing. Am I allowed to let my son continue to use these CD-ROMS?

You are allowed to benefit from the copied CDs only if you pay someone authorized to sell them. Contact the supplier, or a store that is authorized to sell them, tell them your story and ask how much you must pay to make your use legitimate. You can "shop around" and pay the store that offers you the best price.