The episode is called In the Pink
So why is the Rhydon pink when it's shiny form isn't pink. Can someone explain it to me?
This episode focuses on an island in the Orange Archipelago where an anime-only type of berry grows- Pinkan Berries. When consumed by a Pokemon, it changes the Pokemon's coloration to pink. The island was kept secret to prevent poachers from stealing them.
Source: http://bulbapedia.bulbagarden.net/wiki/Berries (read the bottom of the page)