first one: i think you would have to change it manually once again, i dont think the wii will remmeber.
Second one: you have to turn the wii off unfortunatley, then turn it back on.
Third one: get a wireless router, its the best way to go. most routers will work and its easy to connect. it wont cost much.
Fourth: not too sure go to th Virtual console section here at wiichat
hope i helped