I always thought the same with Zigzagoon, haha. I was gonna punch someone if I came across ONE MORE Hardy, Careful, or Timid one. xD
But no, it's random. I think there's a way to influence the nature through breeding, but I'll leave that to someone else for answering (This dude can't get with these 4th gen times, y'see...-_-).
EDIT: There's another way too. A Pokemon with the ability Synchronize has a 50% higher chance of encountering a Pokemon with the same nature as it (For example I fight a wild Pokemon with my Gardevoir, who has Synchronize. My Gardevoir has a Sassy nature, so the chance of this wild Pokemon also having a Sassy nature is raised by 50%).