Breed two Marils or two Azumarils
Added question :Is the hold item the same for Diamond and Pearl?
List of breeding PokemonIf you have Pokemon Emerald or know someone with it catch a Marill and get the Sea Incense from Mt Pyre. give the Marill the Sea Incense as a HOLD item. Then trade it to your Sapphire. when it's on your Sapphire, go to day care in Mauville with it and breed it with : Azumarill, Clamperl, Corpish, Corsola, Crawdaunt, Feebas, Golduck, Gorebyss, Horsea, huntail, Kingdra, Ludicolo, Lotad, Lombre, Marill, Marshtomp, Masquerain, Milotic, Mudkip, Pelipper, Psyduck, Seaking, Sealeo, Spheal, Surskit, Swampert, Walrien and Wingull.
Make sure they are different genders. If you get an egg (not all combinations work well) this will hatch into a level 5 Azurill!!:)
do not try just breeding to marills!:-( You need to Breed Marill or Azumarill with Sea Incense Attached.