How do you catch Mesprit Uxie and Azelf in Pokemon diamond?

After you defeat/catch Dialga(Palkia)go to any of the 3 lakes (Snowpoint, Twinleaf or place with hotels) use surf, travel into middle, one is Mespirit (runs off, Rowan comes) another is Uxie (intelligent so really hard to catch) and Azelf (what i think as the easiest one to catch)
also, when and if you find cresselia, it'll run off like mespirit.