I have had this same problem for some time and have found only one way to successfully rectify this problem (I have not come across a game it does not work on!).
The problem you are describing is caused because Object dock does not set a start in path instead it has arguments, and unlike applications the quake 3 engine (and others!) require that the shortcut point to the games home directory first.
The work around is fairly simple and not ideal but at least it works. What you need to do is create a batch file (*.bat) in each of the game installation folders that you wish to access from the Objectdock. This batch file will force windows to browse to the game directory and not point directly at the games exe file thus forcing windows to set the start in folder itself (this is all the start in path does anyway!)
I have Soldier of Fortune 2 working in this way though do not own the other two games you mention and so cannot test these for you though they should work just the same.
Heres what you need to do (using SOF2 as an example)
1. Open Notepad
2. Type the following into a notepad file
@echo off
C:
cd C:\Program Files\Soldier of Fortune II - Double Helix
SoF2.exe
exit
3. Click on Save As and make sure the save as type box says all files NOT text documents.
4. Save the file with the Filename SOF2SP.bat in your SOF2 installation folder
5. Right click on your SOF2 objectdock icon and browse to the SOF2SP.bat file you have just created.
Thats it!
The game will now work

however remember you will also need to do this again for the multiplayer mode (if required) and for any other game. Simply replace the 3rd line of the file with the path to the games installtion folder and the 4th with the name of the games exe file.
Enjoy