another way if you have internet connection and have the Wii Internet channel trial version then you can go to http://www.finetune.com/wii/ and listen to music on their. I do it all the time.
the only negative thing is on the radio option their only a certain number of songs you can play, their not infinite. you can increase this number a little bit by creating a account on the main page (finetune.com) and making your own play list. I think a play list allows you to select 54 songs (may be one more or one less).