The photodissociation of CO from Cu metal surfaces due to absorption of visible and ultraviolet (UV) light pulses is described within a density matrix approach, including the nonlinear optical response of the substrate to pulses of large fluence. We introduce a self-consistent coupling of adsorbate and substrate regions, and treat the substrate as a stochastic medium to account for dissipative effects following its electronic excitation. Our model is based on potential energy surfaces, couplings, and transition dipoles parametrized from electronic structure calculations for CO/Cu. The dynamics of photodesorption is obtained propagating wave packets with a nonperturbative treatment which includes the time dependence of the light pulse. Results have been obtained for the time evolution of state populations, and for yields of CO versus pulses fluence, with a range of values of the pulse width and light wavelength and of the dissipation time constant. Our numerical results for the desorption yields and desorption times are consistent with results of femtosecond photodesorption experiments at both low and high fluence values.