Eric,
I noticed an odd behavior trying to use my nano with my friend's docking station the other day. I would get no sound out of the dock unless I reset the nano. In playing around with it, it seemed that plugging in my headphones caused the audio out through the dock connector to stop. lf I simply reset the nano before connecting to the dock (after unplugging the headphones), then the audio out through the dock worked fine.
It might just be something funky with my Sony headphones, but I didn't have my Apple buds with me to try.
Nikki