Insert the Gen III game in the slot in the bottom of a DS [Lite] and the Gen IV game as normal. Boot up the Gen IV game and select 'Migrate from [insert game name here]' instead of starting your game as normal. Select the Pokemon you want to migrate, and you're done.
After that, head to Pal Park, and enter the area. Find your Pokemon, and capture them. They'll then be added to your PC.