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I was about to suggest what nordlead just did.

I don't have the game, but the only way I can think of that the Wii is asking this is that it thinks the Wii Fit channel is still running.

And yes you should be able to re-install it (not sure about any lost memory though.... I think it will be seperate from the channel itself though, at least the majority will (perhaps some channel settings, if there are such things, will default)