You dont need to delete and redownload them. Just copy them over. Go into the menu and you'll find the option to copy them. Its pretty easy.
I've tried that, and it give me the option to move it over, but it only moves over a couply blocks, seems like just enough for the saves, and then the games are still on the main wii menu. I guess since I can re-download them, I'll try moving them over and deleting them off the main menu and see what happens.
what you need to do is move the channel.
go into your wii options then data management next channels. you can move the whole program over from here but you will need to move your saves back to the wii memory.
you will now be able to run your downloaded games from the SD card