bobbyhundreds,
One other thing you can try is to 'clear the cache'.
This is the term used to express the procedure of deleting the saved configuration files for your current dock theme, which are stored in the 'ObjectDock' (or 'ObjectDock Plus) folder found in the "C:\Documents and Settings\USERNAME\Local Settings\Application Data\Stardock" folder - where 'USERNAME' is the name on your account.
Note - the 'Local Settings' folder is a normally hidden folder in XP, so you would need to select and apply the option called "Show hidden files and folders" under the folder options dialog (My Computer>Tools menu>Folder Options>View tab).
To "clear the cache", you would unload ObjectDock and then delete the 'ObjectDock' (or 'ObjectDock Plus') folder found in the aforementioned location. This will remove all user settings for ObjectDock and force the program to load with the defaults. The only issue with this is the question of whether or not a saved theme would behave the same way when reloaded. If so, then you would want to rebuild the theme from scratch and resave.
For technically correct troubleshooting, you would want to do the following:
1 - Unload ObjectDock
2 - Restore Windows to the default XP 'Luna' theme, including all icons.
3 - Clear the cache for ObjectDock
4 - Reload ObjectDock and see if you can successfully create a dock with the control panel icon on it.
5 - If successful, you would then know that ObjectDock is behaving correctly on your machine.
6 - Create your dock theme by assigning images to the dock entries while still under the XP default theme.
7 - Save the new theme and then unload ObjectDock temporarily.
8 - Customize your GUI with any other programs you use (e.g., IconPackager, WindowBlinds, etc.).
9 - Reload ObjectDock to verify it is still behaving correctly.
10 - If all is still well, enjoy your customized system.
Note #2 - quite some time ago (it seems) I wrote a mini tutorial on working with ObjectDock which focused on the current file system (before the inclusion of an ObjectDock library folder in 'My Documents'). To the best of my knowledge, it is applicable to this day and should not cause any issues while running under Windows XP. If interested, you can find it here http://corkyo.wincustomize.com/articles.aspx?aid=82930#637426
Good luck. 