(There are different pokesav programes for each game). And just import it into the sav of the gen 5 game using pokesav. Once the pokemon is in gen 4, it should be easy to extract the pkm file from the gen 4 sav file using pokesav.
The following method may also work to move from gen 3 to gen 4, but im pretty sure gen3 pkm files arent directly compatable with higher generations. Long answer: See daxtsu's answer above about using your emulator to link games. Short answer: As long as youre working with generation 3, 4 or 5, its possible.
