Did you choose the correct region hack? Do you have a Wii from Europe, Japan, United States or North Korea?
LEGO Batman for Wii 4.3/E/J/U
Power on your Wii WITHOUT the SD card inside.
Play LEGO Batman to create save data.
Go into Wii Options.
Select Data Management.
Select Save Data.
Remove the LEGO Batman savegame.
Select SD Card at the top right.
Insert the SD card.
Select the "Bathaxx" save for your region.
Copy the save to the Wii.
Exit Data Management.
Boot LEGO Batman.
Load the saved game you just copied to the Wii.
You are now in the batcave, take the elevator on the right side. Then in the trophy room, go to the upper corner and go through the door in order to enter the "Wayne Manor". Now you can select a character. Choose the last enabled one in the lowest row.
HackMii Installer is launched, go to Step 2 - Install Homebrew Channel.