i have had that message (with the same setting, no kaspersky, and having the games on the list of Dolphin) and that would work for me 
maybe there was something else i missed
, well try deleting the SRAM.raw, the stuff in the "cache" folder and the stuff in the "maps" folder
(without regard for the game being GC or Wii
)

maybe there was something else i missed
, well try deleting the SRAM.raw, the stuff in the "cache" folder and the stuff in the "maps" folder
(without regard for the game being GC or Wii
)