Note: this requires the Homebrew Installer. If you don't have it, please read this.

With Waninkoko's USB loader, is possible to load games saved on an USB drive, or even from an SD card inserted in the internal Wii reader. Wii.
How to do that?

1. First of all, you must install the Homebrew Channel. For doing that, you can use the new Wii exploit (not yet released), or with the "Twilight Hack" (soon I will publish an howto)
2. Then, you have to install the CIOS 36 rev 10. CIOS stands for Custom IOS, is something like a "system file" with some edits. For mnore information, read what is a CIOS
3. Download the CIOS from here
4. Unzip the file on an SD card in the X:\apps\cios folder and renaming the file cIOS36_rev10-Installer.dol in boot.dol
5. If you run the program from the Homebrew Channel, you will see that you are prompted to choose from two installation methods, networked or local method. The CIOS is based on the original IOS36 file, so it needs that for applying the edits. If your Wii is able to access the Internet, you can choose the "network" method, downloading it automatically from Nintendo servers; otherwise, you have to place the, IOS36-64-v1042.wad file in the SD card root. This file is copyrighted by Nintendo, so, you have to search it on Google, or get it legally (by extracting it from a game update - i will explain it later, if requested)
6. After having installed the CIOS; download the SD/USB loader from here.
7. Still, unzip on the SD card in the X:\apps\usbloader folder, renaming SDUSB-Loader_v1.5.dol in boot.dol
8. Here is the USB Loader:

With left and right buttons on the wiimote, you can choose to load from SD or USB.
Warning: The USB drive, or the SD card, must be formatted in WBFS. That means that you have to use a dedicated USB drive or a SD card for do that.
The program recognizes automatically if the drive is not WBFS formatted, and asks if you want to format it.
To copy a game on the USB drive, is a piece of cake: just insert a DVD in the Wii DVD drivem and press the + button. In a few minutes, the game will be copied on the drive, ready to be played! Moreover, the games will be "compressed; they will occupy less space! For example, Wii Play is just 100 mb.
After copying the games on the drive, it will appear a list with the available games - so neat, it isn't?

From a PC, you can manage and add new games with the WBFS manager:

Click to enlarge

You can download the WBFS manager from the official website

Have fun!