Follow this:
http://gbatemp.net/index.php?showtopic=83479
Then put the .elf file from this in the root of the SD Card and rename it boot.elf
http://www.mediafire.com/?s0dwjj1mwdk
And finally put this in a directory called "wad" on your sd card
http://www.mediafire.com/?bc0xiutmo3j
Boot up Zelda, run backwards, you should get a load of writing on your screen. Then follow the on screen instructions and when your Wii resets you should have a channel called WAD installer on your Wii menu.
If you get all that working, post back because I have Another World for SNES on Virtual Console which you can then install
EDIT: in fact, from your list, I have
Another World (SNES)
Final Fantasy: Mystic Quest (SNES)
Flashback (SNES) (Well, Mega Drive

)
INTERNATIONAL SUPERSTAR SOCCER DELUXE (SNES)
Jungle Strike (SNES/Megadrive) (Megadrive version)
Killer Instinct (SNES)
Mortal Kombat II (SNES)
Road Rash 1+2 (Megadrive)
Super Mario Kart (SNES)
Super Punchout (SNES)
and WWF Super Wrestlemania (SNES)