Ok, thanks for the screenshot and the description, I now see what you are trying to accomplish.

The Dell dock was an OEM dock made by Stardock for Dell computers. Even though it was free for Dell users, Dell paid Stardock a lot of money for it.

The free version of Nexus does not allow you to have sub-categories (called sub-docks under Nexus), and it only supports a single dock.

You can add folders to the free dock, but when you drop files into them those files will actually be moved/copied to the target folder (and my guess is that even that is failing in your case because of some read/write file system permissions issue). The contents of the folder will NOT be displayed as a sub-dock when you click on it, as it would happen (I think) on the Dell dock. Instead, clicking on the folder icon on the dock will open the folder in an Explorer window (or optionally a menu).

To do what you want you need Nexus Ultimate, the paid version of the Nexus: not only does it support nested sub-docks/categories, it supports multiple docks too (among many other features, such as a tabbed dock called the 'Shelf').