For some odd reason, the save files in the pack downloadable from the guide are incorrect for version 3.4 .
If you google homebrew channel, in the downloads section there is the correct version of the save file for the Zelda save exploit (beta 2 to be exact.) Put this in the region folder of the save, and hack away.
 Link is here: http://hbc.hackmii.com/get.php?file=...6d2fb47e047742
This fixes the "Data was not copied" error.
If you get "Data already exists" or the likes, make sure you delete the zelda saves on the hd first before trying to copy off the Sd.
1 User Says Thank You destriaero For This Useful Post
if you still get the "Data not copied error"... just play the game for at least 3 minutes and you can copy it
Still not working
I updated my Wii a couple of days ago and now have firmware 3.4E.
I also have a built in WiiKey 1.9s with Regeion Checker enabled (or disabled).
I tried all of the solutions in this topic (15 minute savegame wich i made, delete, copy) but it still gives the "Data not copied" error.
I'm using a copied PAL Zelda disk, and it seems fine, because when i try to copy over the Japanese or US savegames, it tells me it can't since i have to play the game first. I've also read about several people who did this with a backup Zelda. No problem there so you would think....
Copying the original savegame to and from the SD card is no problem. The savegame loads without trouble. Even after going from a 2GB card to my PC to a 16MB card back to my Wii. This also 'proves' that my cards or formatting isn't the problem.
The Twilight Hack savegame is a NO GO though.
I downloaden the Twilight Hack v0.1 beta2, since i'm using 3.4E, but from wherever i download it, it still doesn't copy.:
Wii Brew SD.exe (Wii Brew SD.exe)
Ultimate Wii Backuploader (Alles-in-1) - Wii-media.nl Forum
The Homebrew Channel
I've now watched about an hours worth of Youtube video's about the subject, spent 2 hours browsing the forums and faq's, started zelda about 24 times and currently my SD-card change counter is at 108.
Please someone tell me what i'm doing wrong, or has Nintendo sneaked in a patch in 3.4E firmware ?
Try using the BETA 1 Twilight Hack. I had 3.5 and for some reason the beta 2 did not work with me, the beta 1 did. Try that.
Ahh...sh@t .....i'got 4.0 ......turns out i didn't check the firmware after the last update....