In disc 3, go to the library with Zell, and the library girl at the counter tells you that the Library Girl with Pigtails (LGwP) is looking for Zell. With Zell, go to Balamb and speak to Ma Dintch. Then go to the hotel and pay for a room. When you wake up Zell won't be there, go downstairs and you will see Zell and LGwP talking, and you will get Combat King 003.

However, if you do just the above, the conversation between the two will be all muddled and you won't be able to read it. What this quest does is allows you to "hear" the whole conversation, and there are several steps in doing so in disc 1 and disc 2 (mostly disc 2). Here's a guide for it:

http://www.geocities.com/aarinfantasy4/guide11.html

It's complete with pictures of the conversation in full if you don't feel like doing it (there's even screens with muddled text, and then screens further down with the actual text). If you do, then just skip down to the very bottom where there are directions.