Yep, do as Starscream mentioned. There is only one way to play SSBM and that is to use Dolphin64 Beta 3 with Dual-Core support on a 64-bit operating system such as XP/Vista x64 and even then SSBM has some problems.
Also note most games are not playable via Dolphin right now and Dolphin is basically for the enthusiasts to show Gamecube games running on your PC.
If you maybe wait a year - a few years Dolphin or Gekko might be optimal for playing Gamecube games on your PC, but for right now not so much.
