you have wi-fi, correct?
so first, you are at the selection screen, where you pick continue, new game, ect.
you go down until you see nintendo wi-fi and click it
click nintendo wi-fi connection settings
click connection 1,2,3, doesnt matter
fill out the required information and save it.
make sure whenever you are useing it you are close enough to the source it can connect proporly
and you ready to go.