This is a universal problem that has no easily implementable solution. You cannot restrict access to CD Writers, USB drives etc as most employees need those functions for their day to day work. If your organisation has sensitive data, and this might include customer lists, new software development, other "trade secrets" etc, then you must ensure that every single employee in the organisation signs a non-disclosure agreement, preferably at the time they are hired and it is included in all the other paperwork processed when they commence duties. Staff also need regular reminders about respecting confidentiality and privacy rules. If you employ staff who duties include producing written materials, developing software, research etc, then you need to make sure they sign agreements stating that any work they do for the company solely belongs to the company and they relinquish all ownership of the materials or inventions etc. Finally, at the exit interview, you remind staff of their obligations regarding confidential company materials and that the company will have no hesitation in taking legal action in future to protect its property.
John in Oz