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Here are the details for Mario Party 3 (NTSC-U) as a WAD file:

Choose either "Wii SD Slot" or "USB Mass Storage" depending on where you saved the file.

This file extension stands for "Where's All the Data." In the context of the Nintendo Wii, a WAD file is an encrypted package used to install channels, IOS updates, or Virtual Console games directly onto the Wii System Menu.