ok... I looked around and I didn't find it so, here it goes, trying to help another member pinoy, I found out that you can set up the wiimotes to turn on or off the wii with all the wiimotes, even though it is not the first wiimote.
ok, step by step, in the main screen click home on the wiimote, then click wiimote settings, then click reconnect, leave the first wiimote alone, do not touch any button. press one and two in the another wiimote. that wiimote would be the first player now.
after screen of connecting is gone, press home 2 times, then open the sd card slot on the wii and press the red button, also take the batteries cover on the wiimote off and press the red button, do it at the same time, and you should have it...
repeat this step with all the wiimotes or with the wiimotes you want to turn on and off the wii
you can do it to the four wiimotes... I did it and they all work, I can turn the wii on with one wiimote, take another wiimote and press A so it will turn to first player, and then I took another wiimote (not the first player) and turned it off.
Don't forget to rep me (green mushroom in left under my name )