Saving to SD card

How would I save a downloaded game to the SD card? Or can't I?

I tried saving Super Mario 3, but can't do it. Any advice?

i don't think you can. it would be a field day for hackers everywhere if you could.

but i could be wrong. you can move saved games onto your sd card, in case you need them on a different wii.

you just have to delete another game on there to free up space. i believe you can always re-download them

I mean just save my progress. I used to be able to save Super Mario on the old Super NES. Can't I save a file to my SD card?