To recruit him.
http://bulbapedia.bulbagarden.net/wiki/Sentret_(Pokémon)#In_side_games
You can find some Sentrets scuttling around in Mt. Travail and Shimmer Hill.
Furret can also be found in Mt. Travail. Floors 1-19. It's a long trip though, hon, you might wanna pack some potions m'kay?