then at the start screen go to MIGRATE FROM _______ and select the pokemon you want to migrate ad then go to pal park

You get Arceus by doing mystry gift or simply an action replay, after doing one go to any pokemart and talk to the guy in the green jacket then he will give you the Azure flute. Then go back to the top of MT. Cornet ( the place where you got Palkia/Dialga ), and it will say if you want to use the Azure flute, say " yes " and you should play this weird tune. After that there is this awsome looking staircase go up it, then at the end of it Arceus should be there. WARNING: You need the nathonl dex only if you are using the mystry gift, and most importantly its on Lv. 80! So your pokemon have to be ready to fight it!