Yeah it's simple, just select 'Connect to Pokewalker' on the game's main menu, then turn on the pokewalker with the middle button. When prompted, hold the walker in line with the HGSS game card, and it'll zip over.
Just make sure what you want to transfer is in your PC box first. It's to stop you transferring your only pokemon or HM slave out of your party and getting stuck.







