Check your Wii Settings for the Internet and make sure your connection is working and active.
Your Wii needs to be connected to the Internet...
Multiplayer ---> Black Ops Online (opens a side menu and the 4th is Combat Training)
if your in a public match lobby there is a 'Switch Lobby' option.
If you are using a mobile phone (cell) device as your wifi, prepare to wait an age to get anywhere, let alone the major lag you'll more than likely get