I almost always have few CDs or DVDs in my laptop bag while coming in or going out of Qatar. No one have ever bothered me with that at the airport, however they have every right to check what are those DVDs all about and confiscate if required.

I think you can take your chance by making a set of duplicates and carrying them in two different check in baggage. If you get away with it, give the duplicates to me. :P