Run gedit and paste this into the new text document:
#!/bin/bash
while true
do
docky
done
Then, save it as '[AnyNameHere].sh' (preferably in your Documents folder).
After saving, open your file manager, locate the new file, and right click it. Select Proprieties, then go to the permissions tab. There should be a tickbox that says "Executable" or something like that. Enable that tickbox, click OK, then double click the file. Select 'Run', and now Docky should appear.
However, unless you run the script in a Terminal, the only way to stop this bash script yourself is to use a program like htop
and terminate the process.
(This is probably the most ineffective way to do it, but it works for me.