http://en.wikipedia.org/wiki/Pokemon_Colosseum
http://en.wikipedia.org/wiki/Pok%C3%A9mon_XD:_Gale_of_Darkness
try these. and the snag machine just allows you to steal other trainer's pokemon; morals in the story prevent you from stealing normal pokemon, however. so it doesn't actually change the type of ball (iow, an ultra ball still looks like an ultra ball). shadow pokemon are pokemon that have been experimented on to "have their hearts close."
Note: try doing a bit more research next time. i think psypokes has sections on these games as well...