You will need to extract them to your ObjectDock Library.
Found in username/Documents/Stardock/Objectdock Library in Vista.Backgrounds for those,unsorted downloads for icons.
Alternately, and preferred for reasons below,backgrounds can go in C/ProgramFiles/Stardock/ObjectDock/Backgrounds
Running Indicators must go into ProgramFiles/Stardock/ObjectDock/RunningIndicators to work properly,btw.
Same with tabbed backgrounds with custom plus/minus images.