The Mii Parade is where Mii's that your friends have set to travel/mingle shall appear. For example, if your friend was to set one of his Mii's to travel/mingle it would appear on all of his or her friends Mii Parade. Once it has appeared there, you can choose to add those Mii's into your Mii collection. As slightly mentioned above, if you want your Mii to appear in other peoples Mii Parade you must first set it to travel/mingle. You can do this by quickly by going into the Mii Channel and drag and drop your Mii into "Edit Mii". If you have any further questions/concerns please refer to the Mii related threads in the Nintendo Wii Online Section.