This might work: Give a sea incense to a azumarill then put it in the four island daycare with a ditto or another azumarill that is opposite gender from the other one, wait till the old man gives you an egg hatch it and its azurill. Didn't work? You may have to get one from ruby or sapphire or emerald.
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After you beat the Pokemon league, go to the Pokemon mansion and keep talking to the man. After a week azurill will appear. :D
You can get azurill in pokemon diamond and pearl by either breeding azumarill (or marill) or capturing it in the safari zone. :]
In Pokemon firered you can't, but in Pokemon leafgreen you can get it then trade it to Pokemon firered.
To get Pokemon firered on PC download a vba and Pokemon firered ROM
Yes there are shiny Pokemon in firered