I can't remember where I've seen it, but on the Wii-Homebrew.com forums (home of Wiimmfi and its devs), said devs have discouraged the use of Dolphin on several occasions, for a few reasons; you risk mistakenly getting banned from the server due to the high number of cheaters/hackers (they're very zealous with their bans, and if they see players connecting with emulators, they may erroneously ban them), and anyway, for WFC to work at all, you apparently need a NAND dump of a physical Wii. (I don't have much to say on this as I've never attempted to connect to Wiimmfi via Dolphin.)
Even if you have that, though, Wiimmfi is buggy enough as it is, and Dolphin is still a horribly unstable platform for it; the general consensus seems to be that, for now, trying to get Wiimmfi to work with it is simply more trouble than it's worth, and that you'll have a higher success rate using Dolphin's normal netplay feature for online functionality.
