I can't remember which sidequest it is, maybe Obel Lake? Anyway, at some point you're supposed to go to some woods in Galbadia and catch a monkey. I've encountered the monkey several times, but damn it I just can't catch it.

Is there some special item you should have, or a certain action you need to do before hand?

Thx

Same here. I think I've done everything the guide says, but to no avail :(.

If I remember correctly, you can't catch it. He's suppose to throw a rock at you with something written on it (can't remember what exactly).