There's been a lot of debate in recent history, but the current answer is included in the Fair Use Act, which in a nutshell states that people can rip, copy, burn, backup, or whatever you want to call it, if you are the purchaser of the original copy. This includes music, games, and movies and all other forms of media. In fact, it is suggested that users burn media, immediately after purchasing it. By doing this, the user ensures that a replica is accessible in the event the original is damaged, lost, or stolen. Furthermore, the replica can be played instead, while the original is put away for safe keeping. Bottom line: there is no lawful punishment for burning video games. The United States Government will not show up banging down your front door, or ticket you zillions of dollars.
There exists, however, a problem to address if you wish to learn how to copy Wii games. You will require the use of an application program which can eliminate any licenses. Video game companies place these limitations on their video games, in an attempt to prevent you from copying the video games and selling or giving them to pals. The companies can't do anything to completely eliminate this problem, but they sure can try to make it difficult. The restrictions themselves are entirely legal, but removing them is equally as legal. So to assist those persons out there who don't want to ruin their masters, software companies have created programs which will do this in a prompt manner, and also quite easily.