Below is a list of Shadow Pokemon that can be found in the game by either going to the indicated location or by transferring them from the bonus disc.

Raikou:
Found as a Shadow Pokemon of Cipher Admin Ean in the Shadow Pokemon Lab.

Suicune:
Found as a Shadow Pokemon of Cipher Admin Venus in The Under.

Entei:
When you get to Mt. Battle and battle to the top, you will face Cipher Admin Dokim. He has Entei as a Shadow Pokemon.

Tyranitar:
Get the Master Ball from the leader of Cipher to be able to catch the strongest Shadow Pokemon in the game.

Jurachi:
Load Jurachi onto the GameBoy Advance from the Bonus disc and then transfer him to Pokemon Colosseum.

To obtain a disk you must first complete a task in the game. Below is a list of the disks that can be collected along with the corresponding task.

Unlock D-Disk:
In the Snagem hideout defeat Head Gonzap.

Unlock F-Disk:
At Mt. Battle defeat Dakim.

Unlock L-Disk:
At the front of the Herb Shop talk to the old man.

Unlock R-Disk:
Get this disk from the kid locked up in the cage in the Under.

Unlock U-Disk:
In the Subway inside a chest near the boxes.

Unlock Trade Machine:
To unlock the Trade machine to trade Pokemon to and from Pokemon Ruby and Sapphire defeat the boss of Realgam's Colosseum.

Unlock Orre Colesseum Level 50 Battles:
In Single and Doulbe battle complete Phenac Stadium, Pyrite Colesseum and Under Colesseum.

Unlock Orre Colesseum Level 100 Battles:
In Single and Double battle complete the Tower Colesseum.