Cannot get Wiimote to run

Hello:
I'm trying to get my system (Arduino Mega 2560, USB Host Shield and Bluettoth dongle) working with Tanaka's code for connecting a Wiimote to Arduino. I am using Arduino IDE 22 and compile and upload SteeringWii example but it fails to work.
Serial monitor only shows 'Lost Bluetooth connection'. I tried to follow the code and modified it to give me some more information and I found that the Wiimote status returned by the connection function is 7 which means that it is:
WIIREMOTE_STATE_USB_AUTHORIZED = 0x01,
WIIREMOTE_STATE_USB_CONFIGURED = 0x02,
WIIREMOTE_STATE_CONNECTED = 0x04,

but not
WIIREMOTE_STATE_RUNNING = 0x08,

Up to now I do not know what to do next. Any idea?

Thank you
Rafael