I take it we're talking about Object Dock Plus.
If you had the free version of Object Dock installed before the paid version, the free version needs to be uninstalled before installing the paid version. If you didn't do that, save and backup any themes and iicon images you have, uninstall the paid version, uninstall the free version (if it still shows), reboot, reinstall the paid version.
Which windows version are you running - XP 32bit, XP 64bit, Vista 32bit, Vista 64bit, Windows 7 beta
If you're running XP, are you logging in as a limited user or an administrative user