Studies suggest that under high enough pressures methane can form into diamond. Although such conditions do not occur on Earth, the theory has been tested under artificial conditions and found to be true. If this occurs on Neptune and Uranus, which have strong pressures and large amounts of free methane, then it would cause diamonds to rain down through the atmosphere towards their cores. This would also account for unusual heat signatures emitted by these planets.(I found the following information on facebook) :D
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More information: http://bit.ly/14a2Sf4