Right click an empty spot in the tab you want something in, then hit "add entry" and usually you'll be choosing to add a new shortcut. In the new popup window you'll have a place to put the title of the item. So lets say you wanted to make a link to say....firefox. In the title name the entry "Firefox", then in link browse to the program exe or whatever item you're looking to make. Since it's Firefox we want to make a shortcut for, you would browse to program files find the mozilla folder and click to open firefox.exe, so the path link would be
C:\Program Files\Mozilla Firefox\firefox.exe
On something simple like a shortcut you won't need to worry about arguments or the start in spaces. And typically you'd want to set the Run option to "normal window." From there you'll see where you can change or reset the image for this, at first it should start out as a question mark. Click change image to browse to the .png file you want to use to display this item. Depending on how well you organize, basically just make a sub folder in your Object Dock root folder for the icons you download. Then browse to them in there, and when you select the image you want, just click ok on that properties window and voila.
Now to piddle around a bit, go to another empty spot and right click again, go to add entry, and look at the other options like add clock and recycle bin, those are preset items already done for you, but you can easily configue the options and appearance of them by going to their properties. Anything else or if you're still kinda lost let me know.
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