Instructions
 
Enter into battle with a trainer. If the trainer does not send out a "shadow" Pokemon, you will not be able to steal it. A "shadow" Pokemon can be distinguished by its purple aura. 
Weaken the "shadow" Pokemon by attacking it. 
Select "Items" from the battle menu and then select the "Snag Ball." This will toss a Snag Ball at the "shadow" Pokemon. After three shakes of the Snag Ball, you will have stolen the trainer's Pokemon.