The easiest way to find out how to connect your wm+ is to check which colour wire goes to which connector on the plug :
I'm not too familiar with Arduinos... is your arduino this one?
If so I think it has to have the ATmega328 version rather than the 168 to use MultiWii as it is.
If its the right one the yellow "Clock" on the wm+ picture above is SCL and connects to analog pin A5 on your board, and green "data" is SDA and connects to A4
Rather than getting a random clone nunchuck you could use KinderKrams ELV BMA020 breakout in the swarm thread. It's only 8 euros and it'll definitely work (and has built in level convertor so you can run it ok on 5v) rather than the pot luck of clone nks.
Good luck and I'll be happy to try
to help if you have any problems
EDIT: Kinderkram seems to have sold out of the BMA020 already