yup, sure do, may have to check it out.

so once you purchase a download, it is yours to keep? I assume it stores on the internal storage of the Wii, or do you have to by a memory card?

Either or. The download goes to the Wii memory first, then you can move it to a memory card later throught the Wii settings page. And yes once downloaded it yours to keep.......for that particular Wii. I recently sent mine in and received a refub in return, all the settings were already set up and I just had to redownload the games I had already purchased. If I didn't want any I just didn't download that particular game. I can go in and download it later.