Instructions
Turn on your "Pokemon SoulSilver" or "HeartGold" game and enter the PokeWalker connection screen. If you're already playing the game, turn off the DS and reboot it to enter the connection screen from the main menu.
Press and hold the "Up" arrow, the "Select" button and "R" at the same time. This will restore any Pokemon currently transferred to the PokeWalker back to your main game. Note that these Pokemon will lose any progress made since the transfer to the PokeWalker, so only perform this restore if your PokeWalker's batteries run out, or you lose or break the device.
Return to the PokeWalker connection screen and hold the "Down" arrow and press the "X" and "L" buttons simultaneously. This resets the PokeWalker status, so that the next time any PokeWalker connects to your DS, it will run the initial setup over again.
Pick "Connect" from the PokeWalker connection menu and hold up your PokeWalker to the IR receiver on the game cartridge. Once the game makes the connection, the device will reset to factory settings and run the first-time setup.