I hooked up my PS3 and 360 with WiFi tether, its easy too. Just put the console on wireless and scan. Know what you name your phone, I used my name, then select it and put the password in if you made one.(You should so can't no one else use your internet unless you want them too).
Once you get everything set, your phone should alert you that a device is trying to access its signal. Accept it and run a test on the Wii to make sure that you are good.
Hope that helps out.
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