If you are connected to a wireless router that is all you need. To get mii's in your parade you need to register Wii consoles in your address book, and they need to register you. The address book holds 100 names. The trick is to have a two-way connection with other Wii owners. Since most Wii owners have several mii's set to travel and mingle, the parade will gradually build up its mii population. I have over 30 now.
My number is: 8514 6691 9598 8559
To everybody: Email me at email@example.com
if you add me and I'll add you too. I do it this way now since I first added about 15 people and only 3 reciprocated.
Kind Regards, Don