If you want to download to Wii then you have a few options available. It depends on what you want to download. If you want to download wii games then your best bet is to join a membership site download the software that allows you to play downloaded games on your wii and then download games, movies and TV shows burn them and then play them directly on the wii.
The other option is to get an internet browser for your wii point it to YouTube and watch whatever you want through YouTube and that allows that. The only downside to YouTube is that all the videos are split into parts and you have to keep selecting these every time one stops.
Also the wireless card in the Wii is not very good and only transmits at 11Mbps so the quality of your video might be a bit lacking. I have been using a membership site which gives you access to their databases which have thousands of games, movies and TV shows that you can download and watch on your wii.
You see it really depends on your circumstances. The membership site offers the better options in regards to getting games, movies and TV shows. Whereas the internet browser can lack a bit of quality and can often be very annoying while trying to watch a show that stutters.
In summary those are your 2 options. I would prefer to stay with my membership site but you do have the other option of the internet browser also.
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If you want the membership site and the software that allows you to play wii games, movies and TV shows through your wii you can get more information on how to go about this by following the link below ' DOWNLOAD TO WII