I suggest updating your soft-mod before you do anything. (<- Required if you want to run any new games.)
mauifrog's Guide: Soft-mod ANY Wii
Your save games should be safe and stored on the Wii's NAND. To confirm this, just go to "Wii Options" (bottom left of the Wii menu) -> "Data Management" -> "Save Data" -> "Wii" -> "Wii"
If you backed up your save games to your SD card, you can just copy the "Private" folder on the root of the SD card to your computer (or another safe place.)
You can download the latest USB Loader GX here: USBLoader_GX_V2_3_AllinOnePackage_IOS249.zip - usbloader-gui - The ultimative All-In-One package for USB Loader GX v2.3 (boot IOS 249) - USB Loader GX: GUI for Waninkoko´s USB Loader (based on libwiigui) - Google Project Hosting
Delete your old USB Loader GX folder before updating/installing (/apps/usbloader_gx)
I believe Zelda SS requires USB Loader GX v2.3+ and d2x v6+