You can dump games from a Wii or GameCube, giving you a legal copy of the game. Dolphin is not meant to be used to play games you do not own.
I'll just give you some quick advice: Use the latest development build. If you have a laptop, follow the performance guide somewhere on this forum. Update your graphics card drivers. Verify your copy of the game by calculating the MD5 hash (right click the game in the games list -> go to Properties -> go to Info(?, should be one of the tabs) -> click calculate). You should then compare the result to one found on GameTDB.
I'll just give you some quick advice: Use the latest development build. If you have a laptop, follow the performance guide somewhere on this forum. Update your graphics card drivers. Verify your copy of the game by calculating the MD5 hash (right click the game in the games list -> go to Properties -> go to Info(?, should be one of the tabs) -> click calculate). You should then compare the result to one found on GameTDB.