I hope I can explain this right. When you battle, the natures are a factor in determining how many effort values you get from the battle. A pokemon with such and such nature will receive +10% or -10% more points in certain areas such as hp, defense, special defense, attack, special attack, and speed. The higher your effort values are in certain areas determine how many points you receive when leveling up. To max out in certain stats you should try to breed for pokemon with certain Natures which add to the points you find worthwhile. For a full listing of the natures and what they add to, try entering your game into gamefaq.com and look for walkthroughs which include breeding techniques.
EDIT: Well I guess what I read was wrong, or I interpretted it wrong. Sorry about that. Please disregard my comments above.