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
Which game do you mean? In Pokemon Platinum, you can find the Adamant Orb as a Itemball in the waterfall room on Mt. Coronet. (You will see the waterfall room as you make your way up to Spear...