open the Hard drive
Go to Users
Go to your name
There you will see the Documents and Download folder.
Click and hold the Documents folder and drag it to the right hand side of the dock
When the other icons move out of the way for it, let go.
An alias is created.
Repeat with the Downloads folder
I run mac OS X Snow Leopard version 10.6.7 on my iMac (model 10.1) and somehow both my wife and I have inadvertently removed both the Downloads and Documents folders from the dock.