Instructions
Turn on the "Pokemon HeartGold" or "Pokemon SoulSilver" game.
Select the "Connect to Pokewalker" option from the main menu screen. This will take you to the Pokewalker synchronization menu.
Press down "X" and "L" on the Nintendo DS at the same time. A warning will appear that says the save data will be erased. It will ask if you want to "Erase the data on the Pokewalker?"
Select "Yes" and then click "Erase Pokewalker records." The DS will then attempt to connect to the Pokewalker.
Hold the center button on the Pokewalker with the "Connect" option highlighted. Do not turn off the DS until it has completed saving and "Welcome!" appears on your DS screen.