Ok, I don't know if this is new in 10.3 or what, but it's nice, especially if you like to play with new software a lot...
You run a piece of software for the first time or whatever, it shows up in the dock, but if you want to then permenatly add it to the dock, grab the icon like you were going to remove from the dock, then drop it back into the dock, when you quit the app, it will still be in the dock.
Yes, it's a small feature, but it's useful i guess.