I use potplayer for watching videos, and below is the link where you can download it.

http://www.videohelp.com/tools/PotPlayer

The problem is whenever I run potplayer it doesn't show up in the dock.
No icon no nothing.
It's the only program that behaves like this.
If you have time plz look into it.
Oh and I love Nexus, thank you for such great application.

The reason is not a problem with Winstep or Nexus, but that the Potplayer, by default, does NOT show an icon in the taskbar, but rather in the system tray.
Surely, you should have noticed that by now.
In order to make it display the icon in the taskbar -- in which case it will show in the dock as well -- is to open up the preferences of Potplayer and change the "Tray icon" setting to something which includes a "taskbar" option, or "not show".

Cheers.

I checked the settings in potplayer and everything is how it should be.
Settings are set to show the potplayer icon in the taskbar not in system tray.
Besides, windows taskbar and objectdock shows potplayer icon without any problems.

It is working as it should over here, once I changed the Potplayer settings to show in the taskbar and not in the tray.
Which programme are you using? Nexus or Winstep, free, trial or full?
And I assume, you have a dock set to show the running applications?

OS: Vista x86
Nexus: 12.02.0995 Free Version
PotPlayer (32-Bit): 1.5.45955-Beta

Nexus-Preferences-Tasks
Show running applications in this dock is checekd.

Potplayer-Preferences-General-Tray icon
I tried Do not show, Show with taskbar, Move taskbar to tray when minimized, but all of them didn't work.

Try setting it to 'Show with taskbar' and then restart the application.

Yeah, that would have been my answer as well. At first, it doesn't show an icon, not even when you just hit "apply". You have to "OK" the preferences dialogue altogether.