Just praise the said player every now and then and soon you'll be on his favoured personnel list. If you praiise him too frequently, he might respond negatively. If you're lucky, the player might request a transfer or become unhappy at his club if you have a bid rejected for him.
-You could end up on their favoured personnel list which would give you a better chance in signing the player in future.
-They could be flattered by your interest to the extent where they say they want to leave a hand in the transfer request presuming their wish isn't granted by their manager.
But don't do it too much because, as fabregas2 said above, they sometimes react negatively to it.