How do you catch a Pokemon with a pokeball?
1. Weaken it.
2. Go into your bag.
3. Choose a ball and say O.K.
4. If not caught, repeat the steps again.
Actually, the D.S/D.Si can not hear you say 'O.K' so that's beyond stupidity. What I do is when you throw the Pokèball and it opens up, you know...when all the light comes out of it, I rapidly click the 'A' button until it closes and bounces on the ground.
If it doesn't work and the Pokèmon jumps out, there is a reason why. It's because it's either too heavy under 3 or over 42, because it will not work if the Pokèmon is under level 3 or over level 42. I tried it with Lugia and it did work, but it doesn't always work since it now includes bugs.
And I caught Lugia with a Dusk Ball. I was so surprised! I called it Skylar. And if you are catching a roaming Pokèmon, be sure to stock up on powerful Pokèballs so the Pokèmon doesn't jump out and run away, because they don't always stay in their usual places.
Hope I helped you!