1. No. The wii's memory system was very poorly set up. You cannot save directly to an sd card. And from what Ive been told, you cant use a game's save data that is on an sd card either. You have to send it back to the wii before you play the game.
2. Not that I know of. I just pause it, no harm done. Its a free game, give it a break
Oh, and fyi, the rep button is the little green mushroom in the bottom left corner of my user info. Just thought I'd let you know