Hmmm...it sounds like somehow your controller isnt synched with the wii. This IS the controller you got with your wii, correct? If not, youll need to look through your owners manual and permanently synch it. If it IS the remote you were given with your wii, however, than I suggest you contact nintendo, because I have never heard of anything like this, seeing as the remote they send you is previously synched with your wii.
Rep if appreciated.
EDIT: BTW, Welcome to WiiChat! I hope you have a good, long stay.