Ok, I'll try to explain this one. I use it and I've made skins for it so I basically know.
1)Make sure you know where you downloaded ObjectDock to.
If Not) a)Right click on ObjectDock Icon
b)go to properties
c)see where the target is "This is where Object is located on your computer"
*Note* Most people will have objectdock sitting at c:\\Program Files\ObjectDock
2)Make notice to the Background folder under the ObjectDock folder
3)Unzip the background that you want to the Background folder. Make sure that you create a (named) folder under Backgrounds. Once you unzipped the background. Make sure that the files are in that folder only. Sometimes it creates another folder or two which you just have to move all the files from to the one you make.
4)Go into ObjectDock Properties and under Background, the name of the background should be there if done correctly. The name will go by what is in the .ini file that they put with the background.
Let me know if this helps or not. Good Luck.