mmm I can't remember well if it was megaman legends 1 or 2 xD, but I think that the two games are playable if you are using a Bios, the bios should be into the folder bios that is in the wiisx folder in your SD card or USB.
PD: I'm using the wiisx 2.1.1[a] MOD bg4545 version
PD2: I will see...
you need a Bios if you like to play more games in good speed, now I'm playing megaman legends at 60fps and silent hill too but with at minor speed (20 fps or 24 i dont know but its playable).