Actually, I'd like to clarify that Azumarill will only learn Aqua Jet via Egg Moves.
How to do this? Simple. Breed a:
Male Pokemon that knows Aqua Jet and is either on this list or this list (the latter doesn't have many Aqua Jet-knowing Pokemon),
Female Azumarill or Marill that is NOT holding the Sea Incense.
If you do this, the resulting Pokemon will be a Marill, Lv. 1 with the move Aqua Jet in it's moveset.
Hope I helped. :)