"Copy Protection" is generally a complete misnomer. When you hand the 'bits' that comprise your application over to someone, technically speaking, there isn't anything you can do to prevent it from being copied.
What pretty much all 'copy protection' schemes actually do is make it difficult to use the application when it is copied. This can be done in a multitude of ways, including keying an application instance to a specific piece of hardware, or a user, or via tracking 'activations', or through SaaS (where any desktop application is useless without an attendant, online service subscription)
A more detailed answer is not possible without knowing more about how your application works. Some types of applications by their very nature do not need traditional copy protection at all (such as those tied tightly to online subscriptions), and others are very difficult to protect.
But to perhaps answer one of your questions; a Silverlight OOB app isn't any 'safer' than one in the browser. Actually, it might be ever so slightly less safe from being easily copied.