Pokewalker and the DSi
The PokeWalker is beholden to the game cartridge, not the console itself. This is because the Pokewalker connects to your game using an infrared transceiver. At no point does the Pokewalker come into communication with your DSi. However, this means that the Pokewalker can only be used with the HeartGold and SoulSilver games.
Connecting the Pokewalker
Before you can connect your Pokewalker to your game, you'll need to put a pokemon in the in-game PC. Once you've encountered your first PC and added a pokemon, save your game and restart. Select "Connect to Pokewalker" from the game menu. Choose "Go for a Stroll" to add your pokemon to your Pokewalker. Check that the infrared transceivers for the cartridge and Pokewalker are facing each other and are about 5 centimeters apart. Choose "Connect" and press the circle button on the Pokewalker to start the communication.
Limitations
Before you can start playing with the Pokewalker, you'll need to make the connection between your game cartridge. For the most accurate step count, make sure that your Pokewalker is secure in your bag or on your clothing, not hanging loose. The Pokewalker doesn't read steps for jogging or running and depends on you taking firm, well-defined steps. The Pokewalker can only be synced to one game and trainer.
Troubleshooting
Bright lights, especially sunlight, can interfere with the infrared connection and disrupt communication. Make sure that there's nothing obstructing the view between the two transceivers and that the transceivers are clean and dry. Do not get the two devices too close together or far apart, or they may not connect. Placing both the Pokewalker and the DSi on a flat surface can help improve communication.