Download the app Dock Nothingness from the Market. When the Car Dock is activated by the magnet, the phone will pop-up a screen asking you which app you want to launch, select Dock Nothingness (always).
If you use your phone in a car dock, and actually want to use the Car Dock app, then you can manually launch it.
I use a leather pouch with a magnet as well, and I use a car dock, but I prefer not to use the Car Dock app when my phone is docked, so I don't even bother with the car dock app.