in soul silver and hart gold
go to goldernrod city go to the flower shop and have shaymin as your lead
pokemon and walk trough so shaymin apears out of the pokeball and the first
person tells you it so cute it shaymin and then he gives you the gracidea flower
then you can change it into sky form.
Read more:
http://wiki.answers.com/Q/How_do_you_turn_shaymin_into_his_sky_form_in_pokemon_diamond#ixzz1FDsDRleZ