The simple answer: Anyone who can read it can copy it. Take away read access.
The medium answer: Don't have any writable drive on the PC, don't have it on a network, enable the security policy that prevents writing to USB devices.
The complicated answer: Many companies have tried to implement protections that prevent the copying of specific files. The most famous was when Sony installed a rootkit on computers when someone played a music CD on the PC. Don't do this.