Solacean Town, work at printing press, and you MIGHT get 3 dive balls... they are useless in this game, for dive is no longer an hm (though some claim that it also work IN water, not underwater).
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You can't because you can't dive in Pokemon diamond or pearl.
Dive is absent in Pokemon pearl,diamond,platinum,heartgold,and soulsilver . But will return in Black/White =-)
on your way to victory road, in the water you will see a poke ball that is a dive ball
There is no HM for Dive in SoulSilver, but you can get it by transferring a Pokemon who knows dive into SoulSilver the Pal Park. but you can get dive as a HM in Pokemon black and white but not in soulsilver,heartgold,platinum,diamond,and pearl
going to the Pokemon league on a sandbar