Make sure you have all the needed cIOS and IOS. Also, you can download ROM files in .iso format from the internet and add them to your WBFS drive. Get WBFS manager on your PC and do it from there.
1. On your Wii, install CleanRip. Make sure you have enough space for the game on you SD card.
2. When you have CleanRip, load it up in homebrew and rip the game you want. It'll be copied to your SD Card when its finished.
3. Now on your PC, copy the game you ripped ISO file to a place where you can easily locate it (Desktop for example)
4. Install WBFS manager on your PC and open it.
5. When WBFS Manager is open, plug in your USB stick to your computer. (Recommended 8+ GBs, I have a 32)
6. In the top left of WBFS manager, click refresh drives list, then select your USB from the list of drives.
7. Click the format button in WBFS manager to format it so USB Loader GX can read it (Also, whenever you plug in your USB to your computer after that, Windows might say "Drive needs to be formatted before you can use it" well don't. That'll erase everything it still works fine)
8. Now on the right side of WBFS manager, click the browse button. Now locate to the ISO of the game you want to put on your USB.
9. When you found the ISO and double clicked it, click the "Add to Drive" button. Wait for this to finish because it can take quite a bit of time.
10. When its done, plug your USB into your wii. MAKE SURE ITS IN THE TOP/1st SLOT, OR IT WILL NOT LOAD IT.
11. Load up USB Loader GX and enjoy playing your games.
Also, remember to have all the cIOS and IOS needed for USB Loader GX installed before you try playing games. Below are the links for the things I mentioned in my tutorial. Another thing might be to try other loaders. I know some great ones. I'll put links for those down below also. Good Luck.

Nate
DOWNLOADS BELOW
Maybe Try These Loaders?-
WiiFlow-
https://code.google.com/p/wiiflow/downloads/detail?name=WiiFlow v4.2.1.zip
Configurable USB Loader-
https://code.google.com/p/cfg-loader/downloads/detail?name=Cfg_USB_Loader_70.zip&can=2&q=
Stuff I Mentioned In Tutorial-
WBFS Manager (For your Windows PC)-
https://wbfsmanager.codeplex.com/releases/view/26808
CleanRip (For your Wii)-
https://code.google.com/p/cleanrip/downloads/list