Once you first exit Mt. Coronet and arrive in a snowy area (like you were going to go to spear pillar), go left (the only way to go at this point :) ) and go north (not up the steps) when the path...
In Diamond and Pearl, after you catch Diagla/Palkia, there is a shiny object behind them. go collect it. for Diagla, its the adamant orb. for Palkia, its the lustrous orb