If there is no Epic Yarn save file on the Wii System memory, when you start up the game, you will be asked if you want to make a save file. Select no to the pop up, and there will be no save pop ups during the run.

What I do is when I move my personal save file to an SD card when I want to do a run, so I can keep my save while not having to worry about save pop ups. This is what I would recommend if you can, so you don't lose your save and you can practice ILs.

Pretty much what dongerdude said. You need to remove your savefile from your Wii. But obviously having a sd card to save your practice file is very useful.