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Summary:
>One dawn stone can be found in Mt. Coronet (in between Orburgh City and Hearthome City)
The other dawn stone can be found in route 225.
You cannot find any dawn stones underground.The first one you can get is in Iron Island. After you help Riley, you take the elevator down and go through a different exit from before. Before you leave, there should be a Shiny Stone lying around.
The next place is on Route 228. I think that this is after you get the National Dex, and I think that you might need Rock Climb or another HM move to get it. I can't quite remember this one, though, so I might be wrong.
[1]: http://wiki.answers.com/Q/Where_are_ALL_the_dawn_stones_in_Pokemon_diamond
[2]: http://answers.yahoo.com/question/index?qid=20090407090400AAb3ULM