To use the program on Linux you need to download an additional GPL'd library yourself: bluecove-gpl.
I can't distribute this library with my software for legal reasons (as far as I understand).
The procedure is explained in detail in this post, the only change is that you can now download the final release bluecove-gpl-2.1.0 instead of a 2.0.3 snapshot.
You can check the Log for error messages (accessible via Help → Log) which can be really helpful if you run into problems. Please do always include relevant output from the Log when reporting about problems.
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Press the "Reset" button to re-initialize the Wiimote's IR camera; it sometimes solves the above problems. If you have consistent problems it may be an issue with your IR pen (e.g. not bright enough). It has also been reported that the IR sensitivity seems to be generally worse when running on Windows.
You may also use the IR Camera Monitor or have a look at the Calibration Details to find a better position for the Wiimote(s).
The programs relies on the Bluetooth library BlueCove. You can find a list of BlueCove-compatible Bluetooth stacks here.
I only heard of few problems on Mac OS X, using the built-in stack. I also got reports from users who got the program running on Windows using either the Widcomm or BlueSoleil stack. It seems like Widcomm works better, see this post about BlueSoleil. Check out this post if you're using Windows Vista. Linux users should use the BlueZ stack.
The program sometimes crashes at startup due to Bluetooth errors. It may also happen at startup that the Wiimote is found but no IR data is received (check "Visible IR dots"). Whenever this happens, try the "Reset" button, connect again or simply restart the program. Once the program was working, I never had any problems later on (like lost connections).
Issue on PowerPC Macs (excerpt from the WiiRemoteJ-README):
If you get an error that the class JaiI18N couldn't be found then you don't have Java Advanced Imaging installed. JaiI18N is actually only required to compile the software. The easiest way to fix the problem is to install Java Advanced Imaging.
Regarding Flash multi-touch apps: I had some difficulties with the latest version of flosc, but success with the version included here. Also make sure that you add the Flash apps you want to run in the browser to the list of trustworthy locations.
In case it takes really long for the software to start up, the included update check might be the problem. To turn it off, simply disable Check for updates on startup under the General tab in the preferences.