Yes. You can find micro SD to MS Pro Duo Adapters. But from what I've heard they are illegal.
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PSPs do not take SD memory cards, they only take Max Duo.There are adaptors to allow you to use a 'micro SD' card, the adaptor is the same size as a Max Duo, but with a slot for the micro SD card. However regular SD cards are simply too wide to fit in the PSP.
Yes, the Wii will be able to read the Micro SD card by using the standard SD card adapter.
The Wii does not have a Micro SD slot, you'd need to first insert it into a Micro SD to standard SD adaptor and put it in the regular SD card slot.
Micro SD should be the right size, perhaps you bought standard SD or Mini SD instead.
You can use one. It won't load though.