To begin, you must have caught the Shiny Gyarados in Lake Rage. Trade this Gyarados to a Red/Blue game cartridge and use it as the head of your party. Find a Wild Ditto and have it use Transform on the Gyarados. Afterwards, catch the Ditto. Trade it back to a Gold/Silver/Crystal game and it will always be shiny!
Submitted by Artemis251.