Hooking up vcr and wii game with out disconnecting...

depending on your vcr (really need a description of its input and outputs) you may be able to connect the game to the VCR's inputs and just run the signal through it.
An 'S-video' cable stands for Separate video, abbreviated S-Video and also known as Y/C (or erroneously, S-VHS and "super video") is an analogue video signal that carries the video data as two separate signals (brightness and colour), unlike composite video which carries the video signals mixed in one line. S-Video, as most commonly implemented, carries 480i or 576i resolution video, i.e. standard definition video. S-Video does not carry audio on the same cable.