This allows you to run scripts or launch applications which you would typically have to run from the terminal. It uses an Applescript applet for the launcher and a program called Pic2Icon to make a launcher icon.
Open up the Script Editor and enter the following line of code:
do shell script "/path/to/your/script > /dev/null 2> /dev/null"
The /dev/null stuff is to prevent the script from waiting around to deal with output from the Unix shell command. Save the file, hit Compile to check the syntax and then Run to test if it works.
Choose Save As..., then choose Application as the file format. Deselect the Startup Screen option and select Run Only if you don't want the application to be editable in the future. Test that the applet runs by double-clicking it in the Finder.
Download Pic2Icon from here (and unarchive it with The Unarchiver), then install and open it up.
Choose a picture to be your applet icon and drag it into Pic2Icon. Add a drop shadow in Settings if you want one. Now the icon for the picture should be the same as the picture itself.
In Finder, right-click and choose Get Info for both the chosen picture file and your applet. Click on the icon on the top-left of the picture's Get Info window and it should highlight in blue. Copy that image, then select the current icon for the applet and Paste the new image in.
Finally drag your launcher into the Dock:
A launcher for the Prism probabalistic model checker made as above.