I expect you are referring to the target material in an X-ray tube source. In this case, high energy electrons are fired at the target material and this material emits X-ray photons by X-ray fluorescence. The particular wavelength of these photons is determined by the target material.
Generally speaking, there are two common materials for crystallography, molybdenum and copper, with characteristic wavelengths of emitted X-rays of 0.71 and 1.57 Angstroms respectively. A significant effect of this variation in wavelength is that when using copper radiation the diffracted spots are spread more widely than for the same sample exposed to molybdenum radiation (plug the wavelengths into the Bragg equation to see why).
So, if your unit cell is large (as is the case with proteins), and consequently your diffracted spots are close together, you may want to use a copper source to spread the diffraction out and make it easier to resolve individual spots. Conversely, if your unit cell is small and the diffracted spots are well separated, using a molybdenum source is preferred as the diffracted spots will be closer together and quicker to record (simply, the CCD doesn't have to move through such a wide angle to collect all the data).
Additionally, copper radiation also generally interacts with matter more strongly, giving brighter diffracted spots. So if your crystal is weakly diffracting, i.e. is physically small and/or contains no 'heavy' elements, a copper source may help.
At the extreme end of the scale, when you have very weakly diffracting samples, it may be worth looking into using a synchrotron source (These are usually 'national facilities' and produce X-rays by deflecting extremely high energy beams of electrons, rather than via X-ray fluorescence. They are also generally far brighter sources than X-ray tubes)