Instructions
Load the "Super Mario Bros. 3" game and play until you get to a spot that you want to save.
Press the "Home" button on the Nintendo Wii controller. This button is marked with a small house icon on the controller.
Highlight the "Wii Menu" option using the Wii controller.
Press the "A" button to select the "Wii Menu" option. This will immediately save the "Super Mario Bros. 3" game and return you to the main menu. You can resume playing "Super Mario Bros. 3" from where you left off by loading the game as normal.