Download whatever .GCI file you want (there are plenty scattered around the Internet)
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and make a folder in the root of your SD card called gc_saves.
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Place the .GCI file inside of that folder, and rename it so that the filename (not including extention) has one or two characters eg A.GCI or ZZ.GCI. Put the SD card back in the Wii and load the ELF.
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Only one .GCI should be in your folder at a time.
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Follow instructions and after the data has been copied, it should go to a screen with a lot of crap everywhere
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Ignore it, it means nothing. You can't do much except for turning off the Wii at that point.