In Pokemon Platinum you can get a Focus Sash from the Old Man in the house on Route 221. Show the Old Man the pokemon that he asks for and hope that he gives you what you want.

You can also buy Focus Sash from the Battle Tower for 48 BattlePoints.

The Focus Sash allows your Pokemon to survive any knock out attack, keeping only 1 HP.  Skip using Focus Bands because they don’t always work.