Question

I saw a friend of mine has a pokedex full of shinies. My question is how do you get it like that? Cheating?

Answer 1

To be able to see shiny pokemon in the Gen 5 pokedex, you have to have seen them in the wild or if you have obtained them.
if he had the entire pokedex this way, he cheated.

Answer 2

I'm not exactly sure, but most likely hacks using an ActionReplay.