Things Needed
Nintendo Wii

UK US or Jap Version
Gamecube SD Card Adapter

Available at Play Asia
SD Card

1GB or higher should be OK
A copy of Zelda (It must match the version of console, ie US Zelda on a US WII)

UK / US / Jap Version
First check
On the Zelda Disc on the side thats played look for the following strings:
Next Job
Extract the Twilight hack zip archive into any folder.
Grab your SD Card and on it
Make a new folder on it and rename private
inside private folder make a new folder and rename wii
inside wii folder make a new folder and rename title
inside title folder make a new folder and rename RZDE (for USA)
RZDP (for Pal)
RZDJ (for Japan)
Then from the Twilight hack grap the file you need and rename to data.bin - stick that inside the RZDE (change to suit your system) Folder.
Next
Go into Wii Options --> Data Management --> Save Data --> Wii. Find your Zelda save, click on it, and click "Erase", and click Yes.
Now, go into SD card, and select the "Twilight Hack" save (the icon says "Wiibrew Loader"). Click copy, and yes. Now, go back out of that menu
Then start the game. Select the first save file (called Twilight Hack), complete the brightness setting, and talk to the man in front of you.
The Elf Loader Will then load You now have Wii Homebrew
, what it will say is "Coming Soon Elf Loader and Beyond with a big fat penguin sitting there 
This exploit does not work with every version of Zelda:TP. Easy way to check your version is to compare the text string which is on the inner cycle of the data surface with the ones below.
RVL-RZDP-0A-0 JPN - working
Some minor problems reported e.g. Some greeny lines around the top area of the screen that appear with the penguin and if the TV type is set to 480i/p (60Hz or EDTV mode) the bottom is cut off
RVL-RZDE-0A-0 JPN - working
RVL-RZDE-0A-0 USA - working
RVL-RZDE-0A-2 USA - working (if you encounter problems with alpha2, re-download the latest rzde2.bin)
RVL-RZDJ-0A-0 JPN - not supported yet
RVL-RZDP-0A-0 JPN - working
Some minor problems reported e.g. Some greeny lines around the top area of the screen that appear with the penguin and if the TV type is set to 480i/p (60Hz or EDTV mode) the bottom is cut off
RVL-RZDE-0A-0 JPN - working
RVL-RZDE-0A-0 USA - working
RVL-RZDE-0A-2 USA - working (if you encounter problems with alpha2, re-download the latest rzde2.bin)
RVL-RZDJ-0A-0 JPN - not supported yet
Next Job
Extract the Twilight hack zip archive into any folder.
Grab your SD Card and on it
Make a new folder on it and rename private
inside private folder make a new folder and rename wii
inside wii folder make a new folder and rename title
inside title folder make a new folder and rename RZDE (for USA)
RZDP (for Pal)
RZDJ (for Japan)
Then from the Twilight hack grap the file you need and rename to data.bin - stick that inside the RZDE (change to suit your system) Folder.
Next
Go into Wii Options --> Data Management --> Save Data --> Wii. Find your Zelda save, click on it, and click "Erase", and click Yes.
Now, go into SD card, and select the "Twilight Hack" save (the icon says "Wiibrew Loader"). Click copy, and yes. Now, go back out of that menu
Then start the game. Select the first save file (called Twilight Hack), complete the brightness setting, and talk to the man in front of you.
The Elf Loader Will then load You now have Wii Homebrew


Next is the harder part and it may be where a lot of you will fail and believe me i dont think its easy either but here goes.
Now you will need the demo.elf file from the Twilight Hack zipfile
You will also need Writeelf, once you have downloaded it then extract it to your desktop.
Now you should have the writeelf file and the demo.elf file on your desktop.
Now heres where unless you have used command lines before you may struggle.
I had to move the 2 files to my c:/documents and settings/billy folder because when i opened up the Command Prompt that is the folder it started in.
Now my SD Card showed up on my J Drive so this is the command i pasted into the command prompt box:
writeelf -f=demo.elf j
basically you can use this for any wii homebrew by renaming the file say tetris.elf to demo.elf or by changing the command above to whatever.elf you need. The J part is the drive that your SD Card is on so again change that to the drive you need. (do not change it to your C or Windows drive)
If successfull then it will write to the file

Then grabbing your SD Card insert it into the Gamecube SD Card Adapter, then insert that into Slot A on the Gamecube Memory port on the Nintendo Wii.
Then start the game. Select the first save file (called Twilight Hack), complete the brightness setting, and talk to the man in front of you.
The Elf Loader Will then load and you now will see the Demo and you are in the World of Wii Homebrew

This method can be reused for any new releases


As Usual Please Discuss Via Comments and thanks to Wii Brew for the Twilight Hack and for some of the instructions that ive tried to simplifiy and make a little more sense of them.