Instructions
Make sure the external hard drive is securely connected to the USB port on the side of the Wii console. You may have to unplug the drive and plug it back in, making sure it is secure.
Make sure the Rock Band 2 game disc is in the console and that the console is turned on.
Click on the Homebrew channel on your Wii's main menu screen. The game currently in the drive will be listed in the Homebrew menu screen.
Select the game and press the plus button, then the "A" button to confirm that you would like to back up the game to the hard drive.
Wait until the onscreen status indicator informs you that the game is copied to the drive.