It was never too hard for me. o.o When I tried to get it to work with my DS, what I did was obviously install the software, then go into the online set-up menu in my Online DS game (Mario Kart). Then, I'd have it search for the Wi-Fi Connector, and on the computer it showed that there was a new user. I clicked this user, and granted permission to connect.

As for the Wii, it's basically the same thing, except you set up the online thing through an in-system menu rather than the game.

(Also, I highly recommend WarioWare: Smoothe Moves.)