How it works is that you need a pokemon with the egg moves first. Figure out if you might have to chain breed a move here:
http://www.serebii.net/pokedex-dp/egg/389.shtml
The egg moves must be held by a father, who will pass the moves onto the offspring. If the move is deleted during daycare, then the babies will still have the move when they hatch, but when you take it out, that effect is immediately nulled.