If I understand your problem, it sounds like you might have made an alias of the application, then dragged the alias into the dock. That would have made an alias of the alias. If you delete the original alias, well confusion rears its ugly head.
Simplest way is to just drag the application into the Dock. Open the Applications folder, click on the program you want and drag it to the Dock. The Mac will make an alias automatically, the application doesn't actually "move".