You do realize that things such as CSS (DVDs) and even Blu-Ray encryption have been cracked? Big players, such as Sony, have not been able to keep their content from being pirated. The big media companies have spent hundreds of thousands of dollars, probably millions, on copy prevention. To almost no effect.
To quote Bruce Schneier, 'Good encryption is hard'. And, in fact, it's like an arms race -- people work on better encryption, and other people work on cracking it.
I won't say that it's impossible to do what you're describing, but with the vague information you've provided so far, it's pretty difficult for people to give advice, because we don't really know what your end product is. And, sorry to sound as if I'm belittling things, but I have difficulty envisioning a 2-second sound clip that needs any sort of elaborate copy protection. And what's to stop someone from just removing the speaker, attaching a pot across the output leads, and feeding the signal into a recording device?
As far as keeping people from using your device to play any sound clips not supplied by you, well, you could use CRC files or MD5 hash signatures. This would require, though, that the Arduino has a separate record of valid CRC or MD5 signatures for each clip. If the sound clips on the SD card never change, once the device is distributed, this could work. I will say that I've given no thought at all as to whether the Arduino can calculate an MD5 hash or CRC quickly enough for your purposes.