Only when you have modded your Wii.
Also, you might wanna worry about the Feds breaking your door down, cause it's illegal to burn games to a disk like that.
not illegal to make a 'backup' of software you already own
Ripping and burning your own games is one thing, but downloading any Wii game is illegal regardless, and the question was clearly asking about downloaded games. As if the "freeloader" part wasn't a giveaway already.