if i were to guess, i'd say that the Wii format and the PC format are different. i dont think you are able to do what you are trying to attempt. the wii itself has 512MB?? of space and can support up to 2GB of SD space.
try formating it on PC, then try copying the files from the wii onto the SD card.
if it isnt formated to a PC, then it will always try to format it. just like taking it out of a digital camera and puting it in a card reader. sometimes it wants to format it, and even if you say no, you lose your pix.