You mean
this one? You need to place the files in
private/wii/app/RSBE/pf/fighter/captain.
As for the gct file, you need to put it in the codes folder. Although you said you used USB Loader... There are multiple versions so it would be nice if you tell us which one. Make sure the GCT File has the File Patch Code as well.
Lastly, I don't know if you read this already, but I think you should if you haven't already.