Maybe you tried this already, in glovepie there is is the option troubleshooter>bluetoothfix. Actually it only solves the problem when it is within glovepie.If you are not shure if the wiimote is connected: when the msstack recognizes the wiimote you can see a tooltip that a hid-device is installed and if it is connected the syncblinking will continue and does not stop after a period of time; When it is connected the blinking stops when a program takes control over the wiimote.
Didn't your read the error message? It clearly says that the bluetooth Stack on your machine isn't supported. So you seem to have a Widdcom or Bluesoleil stack but for wiimoteconnect you need the Microsoft stack.