Check this out and the tutorials - WinCustomize Wiki
I looked through that last night before I decided to ask xp/vista
what I didn't find was where to put downloads
now for me (I'm on xp using the free loader version) I just put backgrounds & docklets in the default paths:
C:\Program Files\Stardock\ObjectDock\Backgrounds (either in non-tabbed or tiled depending)
(though I do have some backgrounds in C:\Documents and Settings\Owner\My Documents\Stardock\ObjectDock Library\Backgrounds)
C:\Program Files\Stardock\ObjectDock\Docklets
icons/pngs I put in C:\Documents and Settings\Owner\My Documents\Stardock\ObjectDock Library in either images or unsorted downloads
I have no idea where things need to be put in Vista