In GBA games
Step One: insert said game into said system (DS or GBA)Step 2: Buy many of your favorite or desired ball to capture legendary in, Find Said Legendary Step Three: Save in front of the legendary. Step Four: "Talk" to said legendary and enter battle... if it's shiny proceed to catch. If not legendary, Step Five:Soft Reset (A+B+Start+Select) Step 6: Have a LOT of time because it will take many soft resets.
In DS games
do step one through 4 then Step Five: Press Start+Select+L+R. Step Six:You will be reseting a lot, so good luck. Extra Step:Bring a Pokemon with the same Nature you desire to catch and make sure it has Synchronize (increases the chance of fighting a Pokemon with the same nature, I personally think Ralts does the best job at this because if it has Synchronize for it's ability you'll know it because if it's trace it will say "Ralts Traced ______'s _______."
I know I went in depth, but that's all you have to do.
@codymr14: Feebas is a VERY hard to find Pokemon... It's in Mt. Coronet's water. In Ruby and Sapphire it was in 6 tiles... and they only changed if you change the catchy phrase... now Gamefreak decides to make you mad by making it appear in 4 tiles... and it changes EVERY SINGLE DAY. Do like I did, GTS... I traded a Totodile for it, well worth it. (trust me GSC starter=instant trade nearly.)