When playing a video game on your Nintendo Wii, you want to have the clearest picture you possibly can have. You aren't going to get that picture with the old red, yellow and white coaxial cables. If you want your Wii to produce the clearest picture on your new Sony HDTV, you'll need to purchase an HDMI cable. These cables are heavy duty, and specifically designed to transmit the highest quality video possible.
Purchase an HDMI cable for your Wii. The cable cannot be a regular HDMI cable; it must be compatible with your Wii. You can usually purchase these in any store where the Nintendo Wii console is sold.
Insert the Wii end of the HDMI cable into the back of your Wii console. There is only one slot it can fit in. Push it into the slot until the wire is secured.
Find an open HDMI slot on the rear of your Sony HDTV. Slide the other end of the video wire into the slot until the end of the wire is secure.
Set your television to the proper HDMI video input and turn on the Wii console. If it is hooked up correctly, the Wii's menu should appear on your television. If it is not, switch to another HDMI video input selection until you find the correct input.
According to Yahoo Answers, the best HDMI cable to purchase is the one made by Nintendo itself. Make sure when connecting to your television, you are placing the HDMI cable into the "Input" and not the "Output."
If the wire does not fit properly into the HDMI slot, do not try and force it in--you could end up badly damaging the HDMI input and making it useless.