Instructions
Press the "Home" key on one of the Wii remotes.
Click the "Wii Remote Settings" option at the bottom of the screen.
Select "Reconnect" under the connection settings. This will turn off all of the Wii remotes.
Press the "1" and "2" buttons simultaneously on each Wii remote in the desired player order. The first one to connect will be player one, the second one to connect will be player two and so on. The LED lights on each controller will flash and then settle on a player number.
Press the "Home" key to exit this menu and return to the game.