Instructions
Head north of Mahogany Town and fight all the Pokemon trainers on Route 43. Defeat any wild Pokemon you come across. At the end of Route 43, you will reach the Lake of Rage, also known as Gyarados Lake.
Surf to the middle of the lake. Save your game in front of the sprite of a Red Gyarados. Press "A" to fight the Level 30 Red Gyarados.
Use ice-type moves to weaken flying/dragon-types, such as the Red Gyarados. Fling Ultra Balls at the Red Gyarados if you want to capture it, or attack until it has zero hit points to defeat it. Either way, you get a Red Scale.
Travel to the end of Route 30. This route is north of Cherrygrove City. Enter Mr. Pokemon's home. Speak to him and he will notice that you have a Red Scale. Your character will trade the Red Scale for an Exp. Share.