Can you clarify what game you copied to the SD card? If it is a VC game, it's not possible to save 'states', ie. the only way to start from where you left off is to press the blue Home button on the Wiimote and exit to the main menu. You can't really save a game state for the VC games. When you backup a VC game, it only saves the game ROM and some encryption data, thats all.