Developed by Intel, HDCP is the standard that protects digital video and audio signals over DVI or HDMI connections between HDCP-enabled devices. The nature of a digital signal makes it possible to create perfect copies of the original signal an unlimited number of times without degradation, something that is impossible with an analog signal. So, in order to protect copyright holders (movie studios, etc.) from having their programs copied and shared, the HDCP standard provides for the secure, encrypted transmission of digital signals.
HDCP only functions across DVI
connections between two HDCP capable devices. The source device (such as a DVD player or HDTV tuner) encrypts the digital signal using the HDCP standard, then sends that signal over the DVI or HDMI connection to the receiving device (HDTV, etc.). The receiving device decodes the signal using HDCP and uses the signal as it is allowed.
If one of your devices is HDCP compliant, but the other is not, then you cannot connect them using DVI or HDMI - you will get an error.