Prevent App Store from putting apps on the Dock in Snow Leopard
The app is added to the dock by manipulation of the Dock's preference file, then restarting the Dock, thereby bypassing the contents-immutable lock. To counter this, you can lock the Dock's preference file:

chflags uchg ~/Library/Preferences/com.apple.Dock.plist


Note: I don't have Snow Leopard to test this on, so keep backups, etc.

Undo with:

chflags nouchg ~/Library/Preferences/com.apple.Dock.plist