Hardware dongles, as other people have suggested, are a common approach for this. This still doesn't solve your problem, though, as a clever programmer can modify your code to skip the dongle check - they just have to find the place in your code where you branch based on whether the check passed or not, and modify that test to always pass.
You can make things more difficult by obfuscating your code, but you're still back in the realm of software, and that same clever programmer can figure out the obfuscation and still achieve his desired goal.
Taking it a step further, you could encrypt parts of your code with a key that's stored in the dongle, and require the bootstrap code to fetch it from the dongle. Now your attacker's job is a little more complicated - they have to intercept the key and modify your code to think it got it from the dongle, when really it's hard-coded. Or you can make the dongle itself do the decryption, passing in the code and getting back the decrypted code - so now your attacker has to emulate that, too, or just take the decrypted code and store it somewhere permanently.
As you can see, just like software protection methods, you can make this arbitrarily complicated, putting more burden on the attacker, but history shows that the tables are tilted in favor of the attacker. While cracking your scheme may be difficult, it only has to be done once, after which the attacker can distribute modified copies to everyone. Users of pirated copies can now easily use your software, while your legitimate customers are saddled with an onerous copy protection mechanism. Providing a better experience for pirates than legitimate customers is a very good way to turn your legitimate customers into pirates, if that's what you're aiming for.
The only - largely hypothetical - way around this is called Trusted Computing, and relies on adding hardware to a user's computer that restricts what they can do with it to approved actions. You can see details of hardware support for it here.
I would strongly counsel you against this route for the reasons I detailed above: You end up providing a worse experience for your legitimate customers than for those using a pirated copy, which actively encourages people not to buy your software. Piracy is a fact of life, and there are users who simply will not buy your software even if you could provide watertight protection, but will happily use an illegitimate copy. The best thing you can do is offer the best experience and customer service to your legitimate customers, making the legitimate copy a more attractive proposition than the pirated one.
