You must get the Pikachu-colored Pichu and transfer it to HG. You will get the Spiky-eared Pichu if you go to the Celebi Shrine in Ilex Forest.
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It's impossible, the spikey-eared Pichu is always female. The Pikachu-Colored Pichu (The one you got from Game Stop/Wi-Fi) is always male.
You can get a Spiky-eared Pichu in Pokémon HeartGold and SoulSilver if you get the movie-event Pikachu-colored Pichu and bring it to Celebi's Shrine in Ilex Forest in HeartGold or SoulSilver.
The Spiky Eared Pichu from the Event Pichu is holding one. Take the event Pichu in the Ilex Forrest and go to the shrine. The Spiky Eared Pichu will join your party. You can also get one from the S.S. Aqua Captain.
You need the shiny "Pikachu-colored" event Pichu, like were given out at Gamestop stores over wifi when HeartGold & SoulSilver were first released (you just walked into the store & checked for a "present" over wifi and it was there, they could be gotten with Pearl/Diam/Plat or HG/SS games). You take the event Pichu to the shrine in Ilex Forest, and the "notch-eared" aka "spiky-eared" Pichu would jump out and it would say something about "old friends," then you're asked if you want the notch-eared Pichu in your party. I believe you need to have an empty slot in your party (if not just go back and take a Pokemon out and return to the shrine). There's only one, and there's no other way to get/unlock the notch eared Pichu (without cheating).