Find the folder in the "Finder" (ie. where it is located in your hard drive's folder structure). Click on it with the mouse-button, and while keeping the button depressed, move the cursor downwards towards the dock. You will see that a shadow of the folder moves along with the cursor, almost as if you are holding the object. When you reach the dock, move the cursor to the location that the folder was shown before (in the dock), and you should see the objects there give space for it. Release the mouse button.