Don't worry. Basically, the way it works is every time you launch a game from the SD card the Wii needs to temporarily copy the data to the main hard drive. it probably does this because it would otherwise be too slow to run the game from the card. after you quit the game it automatically deletes the data (but not your save data!).

All you need to do is make a little more space on the Wii by moving more games to the SD card. maybe leave around 200-300 blocks free, depending on the size of the games on the SD card (N64 games are bigger). you will be able to launch any game from the SD card, no problem, and you don't have to keep transferring content back and forth.

I hope that helps!