sd:\apps\srb2wii should only have 3 files, although only the first one is necessary.
boot.elf
icon.png
meta.xml
sd:\srb2wii should contain your SRB2 files. Those include:
drill.dta
fmod.dll?
knux.plr
music.dta?
rings.wpn
soar.dta
sonic.plr
srb2.srb
srb2win.exe?
tails.plr
You probably don't need the files with the question mark at the end of it. I'm pretty sure you don't need srb2win, but it's still easier to paste a clean SRB2 install onto your SD card.
And just in case, make sure you are using v1.5.0. Older versions need the SRB2 files in different locations.