There is a cable that you can use to connect your console to your PC monitor, either a D-Sub cable, or the HDMI cable (newer consoles have HDMI outputs). Another way is to buy a TV card, they're quite cheap, and plug it into your PC. It can act as a TV receiver, but also has all the inputs a TV has. So you can hook up your Wii to your PC that way, start the card's program on your PC, and just play as you'd on a real TV. I use that for when I'm recording what I play.
If you need more help or info, feel free to ask! ^^
