Okay. After you defeat the Gym Leader in Canalave City, go to the library to meet your Rival on the second floor of the library. He'll talk for a bit, and then send you and your rival over to the different lakes (you'll head to Lake Valor, your Rival to Lake Acuity, and the professor's assistant will go to Lake Verity. It's either Dawn or Luke, depending on your character). Head over to Lake Valor. You'll find the water for the lake has dried out, and you'll need to deal with the Galactic people in there, including their commander (either Mars or Jupiter). Then, head to Lake Acuity (it's only accessible after you defeat Candice in Snowpoint City). The story will be the same here. Clear them out and defeat Mars/Jupiter. Then they'll mention that the third legendary, Mespirit, is still loose at Lake Verity. Head over there! The professor's assistant is over there, and he needs your help. Pair up with him for the Double Battle against Mars/Jupiter.
Unfortunately, they will escape with Mespirit. NOW head over to the Veilstone City Building.
Unfortunately, that's all I can remember at this point. Google the game and you should find a complete walkthrough guiding you through the release of the Legendary trio.