Since myPhoneDesktop is digitally signed (starting from v2.0) we are no longer able to provide functionality to hide the Dock icon for myPhoneDesktop. If you do require this functionality you will need to download and install unsigned version myPhoneDesktop_macos_2_0_3_unsigned.dmg.
By default Mountain Lion (OS X 10.8) will not allow unsigned version of myPhoneDesktop to run. To work around this, Right-Click (Control-Click or two finger click on a trackpad) the myPhoneDesktop.app and choose the Open from the shown popup menu, then click the Open on the dialog that appears. You only need to do this once.
If you can not open myPhoneDesktop using the steps above - you would need to change OS X's Privacy & Security settings. Open the "System Preferences" app, choose the "Security & Privacy" and choose "General | Allow applications downloaded from | Anywhere" option.
After installing and running of unsigned version of myPhoneDesktop you can hide the Dock icon by turning ON the "Settings | System Options| Advanced | Hide Dock Icon" option.