First beat the elite four, then travel to one island, and Celio will ask you to get the stones etc.
First go to the top of the island (Mt. something, I forget the name) and part way up Team Rocket blows a hole in the side, opening up a cave. Its fairly simple inside, just keep going until you reach the Ruby.
After giving the Ruby to Celio, go to four island and into the Ice Cave. Once inside go through the cave til you reach HM 07, teach it to your pokemon, then use it to climb the water fall out by the entrance to the cave. At the top of the waterfall go and use the ladder, then help Lorelei fight team rocket. Once you beat them go to 6 island and make your way to the dotted hole. Use cut on the big door. Go inside, and there is a plaque and four holes. The order to go down the holes is like this:
North hole, west hole, east hole, south hole. Then you'll be at the Sapphire. Then some dude steals it, so you have to follow him to 5 island where there is a Rocket Warehouse in the middle of the meadow. You need two passwords which you should have by now. Beat all the Rockets then beat the guy who stole the Sapphire. Then go give it to Celio.
ya that it... lol.
anybody needs help, just ask me....and i guess now potato_chips