Run this in terminal:
Code:
defaults write com.apple.dock pinning -string start;killall Dock
end is also valid to pin it to the other side.

To restore it
Code:
defaults delete com.apple.dock pinning; killall Dock


Been doing this since 10.1. 10.5 added a bug when changing resolutions where the dock may move properly but the icons will be in the wrong spot. It's filed as radar bug 5607675, and hasn't been fixed yet.