Feed the cord on the Wii Remote's wrist strap through the connector hook.
Insert the Nunchuk plug into the External Extension Connector on the bottom of the Wii Remote.
Place your hand through the wrist strap of the Wii Remote and hold the Remote firmly in your hand. Slide the strap lock up so that the strap will not fall off of your wrist. Do not over-tighten the strap lock so that it's uncomfortable. It should just be light enough to hold the wrist strap in place. (For more information on using the wrist strap, click here).