Hey, I've got some questions, then we'll move on...
1) Which version of USB Loader GX are you using...
2) Are you running an HDD formatted in: NTFS, FAT32 or WBFS?
3) By ISO, are you loading an ISO from a WBFS file system?
4) By soft-modding your Wii, have you checked out the guides here, to "Softmod ANY Wii"
5) What version of Wii are you using.
6) Is this the only ISO/game you've tried to load up thus far?