There are a few games that will not allow you to save the games to the SD card. i.e. Mario Kart and recently Rabbids go Home.
Save Game extractor only works for DVD's, for USB-HDD I do this.
From HBC run Gecko, my edition is 1.9.3.
Goto Rebooter options
Set Remove copy flag to yes
@Health warning press A
You can now go to Wii menu settings, and copy your game from Wii memory to SD card.