OK, I'll give you the steps:
- Go on Mystery Gift from the main menu before you start the game. (In some games, you need a password to get it)
- Choose the option that says (or is close to saying) "Receive gift through Wi-Fi."
- Wait for it to connect.
- Your event gift should or sent into your game. Usually you pick the Pokemon up from the delivery man in the PokeCenter.
Note: You must have a wireless router in order for it to occur. It also must be compatible with the DS.