I have the same wireless bar and setup was less than 5 minutes. I don't recall doing anything to the wiimotes or to the wii to get it to work.
When you turn it on, the blue LED should be bright. If it looks dim, maybe the batteries are dying and new batteries should be tried. If you think you have exhausted all troubleshooting, taking it back to the store and trying a different bar might be a good idea.
Make sure nothing is plugged into the sensor bar port in the back of the wii. Make sure the batteries are plugged in correct (if you are getting the blue LED, that is a good indication that they are), try to move your sensor bar closer and further away from the wii and try to move the wiimote closer and further away from the sensor bar. Don't take any of these suggestions as an assult on your know-how. They are common mistakes that are easily corrected.