Not sure what your installing...pngs or docks? But basically all you should have to do is left click on it and it should self install.
Personally I don't care at all for the .dockzip method and don't use it since it prevents my custom Plus/Minus dock images from showing and you get the default images instead. And since you mentioned .dockzip I know your not installing any of my docks backgrounds at the moment. If in the future you should happen to download any of my docks...they need to be placed in the Programs/Stardock/Objectdock/backgrounds folder in order for the Plus/Minus images to work.