If you have a Nunchuk, hold the direction of the base you want to throw to. Right=1st, Up=2nd, Left=3rd, Down=Home. If you don't have a Nunchuk, you can use horizontal remote.
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Sometimes you can throw to that base but it is like 75 percent because it needs you to be spot
Only in Super Mario Bros 3 you can hold and throw shells holding the b button when you touch them.
You can't actually throw them up but you can get them in the air for a second or two by jumping while letting go of the shell.
Press B towards the ball when a compatible player is near (u'll know cuz there will be a lil note over your head) and he will toss the ball to him and if you throw it as soon as he catches it u will do a quick throw.
The first time as Yoshi bombs are thrown at u lick one up and spit it out at the king. Second time be Mario and run around that king and when his back is turned pick him up from behind and throw him not out of ring.
In Super Mario Bros. 3, in order to throw hammers, you will need to enquire a hammer suit. The easiest place to find a hammer suit is the first toad house in world 6, the ice world.