You can change the default playback device, e.g. from instructions here:
http://www.7tutorials.com/how-change...g-audio-device
That should persist across re-attachments of the dock.
If you're not interested in using the sound output from the dock, you can disable that in device manager, then the sound system should not even try to use it.
The software should only enable the audio jack on the dock if either a headphone is plugged into it, or you have attached an audio capable HDMI/DisplayPort monitor. Unfortunately the presence of an audio capable monitor may be causing your dock to switch audio output to it - this should be fixed by just telling Windows to assert your preference.