Well, Hit the Online section of the forums, there's a nice guide there. But let's have a checklist first, just so you don't make yourself look dumb.
1: Wii (Gotta have one, if you don't, go get one they're great!)
2: Wireless Access Point/Wireless Bridge/Wireless Router/Wireless Gateway/WPA-Certified Radius Server for wireless connectivity.
3: Internet connection.
4: Eletricity. I've honestly ran into this problem.
If you've got all of that, You're 90% done. Online section is the rest of your need, so click the Wii forums root, and head on down. If you're missing any of that, or don't know what any of that is....I referr you to
Google to do a little research. Knowing just a little bit about networking is the best thing you could do for anything computer/console - wise.
Edit:// Opera doesn't make internet. They make a very terrible Internet Browser Alternative. Opera is unstable, ad-driven and very vulnerable to attack. US citizens would get better prices from
NewEgg for SD or anything else, really. SD cards are Secure Digital. A type of Flash memory that was originally designed for cameras along with XD and Compact Flash. SD has a moderate transfer rate max of 9MB/s. Not as high as Memory Stick Pro Duo's 20MB/s.