You have to have at least System Menu 3.4 and above.

When you're in the Mii Channel, press A, B, 1, and then hold 2 down for a while. The DS Connectivity button will appear at the bottom right. So far it only works with Personal Trainer: Walking.

I hope they do something for the DSi with this. =D

EDIT: Here is a video: http://www.youtube.com/watch?v=Q9W_P...layer_embedded