So with a bit of rummaging through my old scraps of fabric and foam, I found the supplies needed:
cotton fabric (about half a yard)
Step 1: Figuring out how big to make the foam..
The foam should be about 3 times the length of the wii. and there should be about 2 inches on either end.
Step 2: Fold the foam to figure out where you want to place the folds
Step 3: Cover
Step 4: Encasing the foam.
Slide the foam into the pillow case and fold over the top edges like the end of wrapping paper on a box.