So, with the recent posting of the FYI for Wii WiFi: you don't need Nintendo dongles article, and after being asked to write a tutorial, and because I have nothing better to do...here it is.
First, pick yourself up a Datel PSP or DS WifiMax. You can order one online, and even Wal-Mart's and Best Buy's in my area carry them, so you can check that out as well.
Instead of using the included software, I simply downloaded ZyDAS ZD1211 v4.13 drivers for Windows from here at QJ. Plug up your WifiMax, and install those drivers. A pretty straight-forward installation should entail.
Afterwards, I would suggest unplugging your WifiMax, and rebooting your computer. Upon restart, plug your WifiMax up again and you'll likely (hopefully) be encountered by Windows Found New Hardware dialog box. Select the bottom option ("No, not this time.") and then click Next. Give your computer a few minutes to find your drivers. After this you'll see a warning pertaining to your WifiMax drivers not being digitally signed. Click Continue Anyway, and your drivers should get copied over and work. You may be prompted by the Found New Hardware dialog again, if so just repeat the above steps until the drivers stick. (Yes, it may take a few attempts depending on your system.)
I appologize for not having screenshots of the previous steps, but I didn't want to have to redo my wireless from scratch for fear of it not working anymore. It's that touchy.
Now, the tricky part. Optionally reboot again, then plug up your WifiMax. Your computer should recognize it as a Wireless Device, and display it on your system tray and/or network connections.
At the moment, it should not be working. Open your ZDWLan Utility (which came with the drivers you installed earlier) from the Start menu, etc. Now, Windows should recognize your WifiMax as a valid, working, wireless device. Now, time to configure it...
First, make sure ZDWLan is set to Access Point mode. Next, click "More Setting..."
Your default settings should be correct, now click the "Change" button.
You're going to be doing two things here. Make sure Channel is set to 11. Second, set an SSID, which is your access points name. In my case it's DESTRON. Set it to something unique and relatively simple. When you're done, click Apply and then close the settings window.
Next, we'll need to set up your broadband connection (sorry, no dial-up) to share it's internet access with the WifiMax. Open your Control Panel, and double-click Network Connections. Find your internet connecton. This varies between computers but it will usually be Local Area Connection #. It should be connected and active (that is, if your internet regularly works in the first place.) Right click your connection and then click Properties.
Next, click the Advanced tab. Unless you already have a wired network with more than one computer using the same internet connection, then likely Connection Sharing will be turned off. Turn it on by ticking the "Allow other network users to connect through this computer's Internet connection," you can optionally tick the 2nd option. Click OK.
Now for the fun. Make sure Windows isn't reporting any errors with your wireless connection. If it isn't, power up your Wii and go into your connection settings.
Pick a connection, choose Wireless, and search for an access point. Your Wii may or may not find your WifiMax. (Mine didn't.) If it does not go into Manual Settings and enter your WifiMax's SSID, (DESTRON for me.) After you do this, your Wii should be able to find your WifiMax. Do updates, grab some Virtual Console games, browse, and have fun!
NOTE: This is a very, very, very general description of how to set this up properly. A number of things can go wrong or just plain not work, it varies from system to system. If you run into any problems, please post a pretty descriptive explaination of your problem and basic specs (OS, internet connection type, etc.) and I will try my best to assist you. I installed mine with a 3MB Cable Connection on Windows XP Professional.