Hmmm this is the version of OOT you're playing on your Wii?:
http://img.gamefaqs.net/box/7/9/2...
Or did you mean the standard version of OOT that you bought off the Wii Shop? I know The Wii classic controller does not support the rumble pak so the rumble feature was probably removed from the game.
Have you unlocked the Stone of Agony? (Killing 20 gold skulltulas)