[Editor's note: I've revised the below hint to reflect the really easy way to place URL's in the dock (as described in the comments), but I've left the contributed hint in the body for context and the truly adventurous!]
Ever wonder how to put a URL in the dock, like Apple's Mac OS X Feedback URL? Here's the easy way - drag them to the right side of the dock from any of the OS X browsers. Read the rest of the message for a method of creating them with an editor.
Here's how to make a custom one:
Mac OS X Hints