Ok , First you must have 2 Memory Cards , Played out the Pokémon Coloseum , a GBA-cable and a Pokémon Game (Ruby , Saphire , Leafgreen , Firered or Emerald).
First , you go to the pokémon center were you can trade Pokémon in Coloseum , Save. (Do this also in the other Pokémon game). The trade the pokémon you want to copie from the Pokémon game to Coloseum. Save and set both game´s off.
Go to the main menu from the Gamecube and copy the save file fromm Coloseum to the second Memory stick. Set the second memory stick in the first Memory place. Start Coloseum and trade backwards the trade that you did first. And Voila. Save and delete the file of the Coloseum in the second Memory stick.