A WAD file is created with a certificate, ticket, TMD, banner (A still image or a bunch of images to make an animated banner), and content. (Content being .app files.)
Without the ticket, you couldn't pack a WAD file, which explains why NUSDownloader complains.
As far as I know, there's only 2 ways on the Wii Shop Channel to purchase something, Buy it or Gift it - I never heard of messaging though. The download ticket didn't come with the message?
Nintendo of America won't give out tickets unfortunately.
More Information:
http://wiibrew.org/wiki/WAD_files
http://wiibrew.org/wiki/Ticket