Rocky,
Please leave links to the docklet and SysStats file you are referring to.
As I recall, some docklets that need SysStats are loaded via the SysStats context menu - instead of directly from the Add > Docklets option, you would use Add > SysStats > Load or Configure.
Someone may be able to help if you leave a link so that the files can be downloaded and looked at.
Normally, the docklet's folder is placed in the "C:\Program Files\ObjectDock\Docklets" folder (unless there are instructions indicating otherwise in a read-me file, or in the "Details" listed at download page).
SysStats folder is normally placed in the Docklets folder, with perhaps an additional ".dll" file that is placed in the C:\Program Files\ObjectDock" folder.