I don't use docking either. I guess the docking just makes your buddy list stay ontop of everything, or something like that. If you just drag it to an edge of your screen, it should dock. It did for me, and i have the system tray icon on.

After i came back from dinner, the floating buddy i had setup signed offline, this is what it looked like.
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Oliver mk1 30gb: 129 | mk2a 30gb: 040104126