All you need to do if you use Ubuntu 9.10 or newer is to write these two commands in terminal:
sudo add-apt-repository ppa:dockbar-main/ppa
sudo apt-get update && sudo apt-get install dockbarx
You can also install the dockbarx-themes-extra package which contains quite a few beautiful themes:
sudo apt-get install dockbarx-themes-extra
If you want to use DockbarX as an AWN 0.4 applet install awn-applet-dockbarx:
$ sudo apt-get install awn-applet-dockbarx