Well, when you start up the game, when you get to that screen that has 'Continue' and 'New Game' etc, you click the one that says 'Nintendo WFC Settings'.
Now on the touch screen, tap the blue button that says 'Nintendo Wi-Fi Connection Settings'. Click one of the three boxes.
Make sure you are near your wireless signal, and click 'Search for an Access Point'.
It should find your connection and then it'll test the connection. It should be successful.
Then exit out of it, and go into the game and try it out.
If it does not work, say so, because I can help further. I'm just presuming it will work at this stage.
I didn't know if you knew this already, so I just told you what I thought was most relevant. Hope it works.