Find the app in the Finder. Make sure that it's closed. Right click on it and select "Show Package Contents". Find the file Info.plist inside the folder Contents. MAKE A BACKUP COPY OF IT and then open the original. If you have the Developer Tools installed, it will open in Property List Editor. If that is the case, create a new key (as a New Sibling of any other element or as New Child of the root element) named "LSUIElement". Set the value to 1. Move the app out of it's current directory (to avoid the cached value) and launch it. It should now be hidden from the Dock.
If you don't have the Developer Tools installed, either install it and follow the instructions above or open the Info.plist file in a text editor. Find some place in the main dictionary - right after it says
<key>CFBundleDevelopmentRegion</key>
<string>English</string>
for instance, make a new row and paste this
<key>LSUIElement</key>
<string>1</string>
. If you can't figure it out, just install the Developer Tools and do it that way. If you have any problems, restore from backup.