If you want all your Wii remote to be able to turn it on.... you need to press he red "sync" buttons.
To do this, open the battery cover on the Wii remote, then open the cover on the front of the Wii (for the SD card slot) and press the red buttons on the controller and the console.... then do the same for your other remotes.
From then on, those remotes will operate on a first come first serve basis... if you turn the console on with one remote, that will act as the player 1 controller... then pressing a button on another controller makes it player 2, then player 3 in order.
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If you are in the middle of a game wiht the console on and you want to swap who is player 1/2 etc then you do what Viper said (except as WoW said, it is the 1&2 buttons you press)
