How to Do Diagonal Raise - part of the women's fitness video series by GeoBeats. We show you how to do a shoulder exercise that works the front of your shoulder, its called a Dumbbell Diagonal Raise. You take your dumbbell and you put it in the opposite leg. You can keep your arm down here in the side, you want to put it in your waist, it makes no difference. Keep a slight bend in your knees, so you take pressure off your lower back when you're doing this exercise.