Well, there's a couple things. First, there's a setting of which background to use for your dock, so you can select any image.
Second is the icons for the dock. You can long press on any space on the dock and choose to change the icon or the action.
There are many places to get icons and docks at. You can start here:
LauncherPro Icons | Custom Android app icons for the awesome LauncherPro home screen replacement
That link has a bunch of docks graphics. Some of them already have the images on them (in which case when you select the icon for that spot, you'd choose a transparent.png file (which is basically invisible). Of course there are many many more places to get images from, but that's one to get you started.
Hope that helps.