Well first you need to pin Mesprit down as otherwise it will flee, this can be achieved with 'Mean Look' or a Pokemon with Arena Trap (although unless you trade chances are you won't have a Diglett, Dugtrio or Trapinch to hand). Mesprit is the same as any other Pokemon, inflict damage to red (You could use False Swipe to get it to 1 HP if you have a Pokemon with that to hand) and then inflict status on it such as Paralysis or Sleep. Then work on it with Ultra Balls (if it's Night use Dusk Balls)
Normally you need an AR, or a master ball, because once I had mesprit at 1 health and I couldn't catch it so don't try.
No u can only have 1 master ball in Pokemon diamond. it is almost completely only made for dialga. but you can as well use it for mesprit or cresselia. they r not sold in pokemmarts.
Dialga, Palkia, Mesprit, Azelf, Uxie, Moltres, Articuno, Zapdos. and you can get giratina and darkrai im proved by Pokemon master
A Master Ball
in firered, mewtwo in platinum, diamond, and pearl, mesprit those are just suggestions. pick the one you like most
Its hard, but try catching it at night when dusk balls work. hope this helps
Mesprit or Cressalia. They are both running Pokemon, so they are very hard to catch.
use ultra balls
Of course, a Master Ball catches any Pokemon without fail, Legendary or not.
You can use the Master Ball on any Pokemon you want to use it on, but I would use the Master Ball on roaming Pokemon, since they are difficult to keep them in the battle without fleeing. The roaming Pokemon includes: Articuno, Zapdos, Moltres, Raikou, Entei, Latias, Latios, Mesprit, and Cresselia.
To get more than one Master Ball, you must trade Pokemon that are holding them to your game.
In order to get the three lake Pokemon catch or beat dialiga, then surf to the cavern to battle them. Mesprit however is different, It will wander about until you find it. Use wobbufet if you have national dex to get it, or save up a master ball.