There are a couple ways to help make a stubborn shadow pokemon to stay inside the ball. One of the most common is to use a good ball. Another is to use a rapid fire tapping of the A button when the pokemon is inside the ball and moving around. But the best I have found so far is to wait untill the claw of the snag ball grabs the pokemon, and immediatly press b+up, b+down, and b+up again while the small puff of smoke is still where the pokemon was. Should this be done well enough and if the pokemon has lost at least 1hp, it should work a good lot of the time.
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