Oops lol.... I've just tried it myself thinking it may be broken - got the 'point at screen and twist' thing wrong lol, you want to hold the wiimote horizontally instead! *blushes*
You then twist as if you were holding a GBA or DS.....
If this isn't working (and it should, like your Classic NES games should work), then try redownloading these from a different source..... if your wiimote is working fine for, say, Wii games then that's not your problem...