0_o thats SCARY.. the fact that he got the video, moved it to a cd, hiding it immediately, and then on top of that LYING to you so that he could get another.
if he has it on a cd, then its highly likely that he has some connectors and software on a computer that allows it to be transfered / edited / published......
Yes you have been violated. IMO you should confront him about it. catch him offguard and make a big scene of it. however he reacts will tell you the truth. whether he just wanted another for personal use, or if there is more to it than that.....