Originally there are 2 stages available for this wireless mode:

Mario Classic 1-1
Mario Classic 8-4

To unlock 2 more (Mario Classic 2-2 & Forest Stage) , you have to play and win 5 coin hunter games in a row (meaning don't lose, and don't turn off your DS) and then the next time you turn on your DS, you should have a message saying you have unlocked the two levels.