My apologies for necrobumping a nearly five year old thread, but it popped up when I was trying to troubleshoot the Megaman DLC while redoing my Wii, so I thought I'd save anyone else stumbling across it some time.
Mega Man 9 and 10 perform what I like to call the "Wall" check (if you don't run the shop, you can't have any DLC, how can you have any DLC if you don't run the shop?). Just like with Rock Band 3 and GH:WoR, you need to run the Shop Channel, accept the EULA, connect, then close it. This creates two files on your NAND that some DLCs check for (pretty lousy security in hind sight).
Now, to get those two files onto your EmuNAND, you can extract your NAND with USB Loader GX, extract a Bootmii backup with ShowMiiWads, or download Dolphin 5.0 from the "Legacy" section of it's download page (no need to install the .exe file, just extract with 7zip, and navigate into the "Sys\Wii" folder). Go into the "shared2" folder. There should be two folders named "ec" and "succession" inside. Drag them to the "shared2" folder of your EmuNAND (it if it doesn't exist, either create it or just drag the whole "shared2" folder over). Problem solved.
The reason partial mode worked for godreborn is that they had tried to run it on real NAND while troubleshooting. Deleting installed content with Data Management does not delete the ticket. So, the ticket was still on the real NAND and it worked. Without that, partial would indeed have been completely useless, as Cyan said.