Use a Gecko Code below, depending on the region your Brawl is.
NTSC (North America):
Unlock all Characters [eric]
42000000 90000000
0417B640 FFFFFFFF
0417B644 FFFFFFFF
E0000000 80008000
PAL (Europe):
Unlock All Characters + Stages [Bully@Wiiplaza]
C20B0A20 00000003
3D80FFFF 618CFFFF
7D83012E 7C03002E
60000000 00000000
Could you be more specific where I put the files? Thanks! Also, what is the code for all stages for U.S.