Instructions
Open the rectangular flap on the front of the Wii console just beneath the disc tray. Insert an SD card into the slot under the flap. Power on the Wii.
Highlight the icon in the bottom left corner of the Wii Menu that says "Wii." Press "A" on your Wiimote.
Highlight "Wii Settings" and press "A."
Scroll to "Wii System Update" and press "A." Confirm the update and press "A." The Wii will download the most recent firmware. You need at least Firmware 4.0 for full SD card support.
Return to the main menu. Highlight and click the "Wii" icon.
Highlight "Data Management" and press "A." Highlight "Channels" on the next menu and press "A."
Locate the game file you want to copy onto the SD card. Hover over it with your Wiimote and press "A."
Click "Yes" when prompted to copy the game to the SD card.