Badges affect a Pokémon's behavior. Outsider Pokémon over a certain level will refuse to obey the player without the appropriate Badge. In Pokémon Diamond, Pearl, and Platinum only, obedience is determined by the number of Badges, not which specific Badges the player has.
How many badges do you have? Your Pokemon obeys you in Pokemon Diamond, Pearl, and Platinum on how many badges do you have. Also:
When a Pokémon is obtained in a trade, it oftentimes will not obey the player's commands if it is at too high a level and the player does not have the appropriate Badge or number of Badges. Having all eight Badges always makes all Pokémon obey the player. This rule stands to prevent players from trading in a high-leveled Pokémon trained on another game and easily beating the game.
Did you get this Pokemon in a trade at the beginning of the game? If so, then you need one badge at least so it can obey you.
Hope I helped :)