Have you enabled your Mii to roam, do you have any friends on your Wii? Do you have an internet connection ?
Oh right, you need friends on your Wii to enable roaming. I have about 6.. and got around 20 or so in my parade
aww ive no friends as i haven't bothered trying to get any. is the Mii channel any good when you get friends as its dry bone as it is