Wanna like to have your own themes of Docky, here is a very very very easy methods :)
Then go through this steps:
1. Press Alt + f2 or open terminal (ctrl+alt+T)
2. Type the command as gksu nautilus /usr/share/docky/themes
3. Type your password
4. Now you need to copy one theme folder for reference theme take Glass theme for example.
5. Now just paste it there and rename to your own theme name.
6. Open the folder and change the color of inside content which suits you best with GIMP or Inkscape.
7. Now restart the docky and go to Docky settings.
8. Choose the theme you have just developed.
9. Now enjoy with doing lots of experiment. Cheers!!
10. You can compress it as .tar and upload it in artwork of gnome-look.org so that other can download and use your nice Docky themes.
You can download the Docky theme that I have created from this link.
http://gnome-look.org/content/show.php?content=151772
Here is screenshot of my desktop with the docky theme I have created :)