Docking is often perceived as more difficult than it actually is because of the potential for damage to expensive boats (yours or the one you might hit)!
The key is to figure out which direction your boat will be blown (or carried by current) once it enters the slip. Usually, one or two lines will hold the boat in place while you get situated so you want to be sure to get the lines on that oppose the wind direction and not worry about the others.
This might be a spring line from the end of the finger to a midship cleat if the wind is from behind as you enter, or maybe you need to grab a bow line to keep from being blown back out. You also can use you engine to hold the boat where you want it, once you are in the slip. Usually one strategically placed line and the propeller turning is enough to hold the boat in place. Don't be afraid to turn the rudder to control which way the engine pushes the boat. If you have a spring line on keeping the boat from going forward, the engine in forward can push the bow left or right when the rudder is turned, even if you are not moving forward. Also put fenders out using the same logic, but make sure they are not going to snag on pilings or dock fingers.
As other have said, you basically have to keep the boat moving with enough way on to maintain steerage, but not so much way that you cannot stop the boat before it hits the end of the dock. This comes with practice, but don't be bashful about using lots of reverse when you need it.
If you are coming into a dock with pilings on the outboard end, someone can stand amidships on the upwind side and drop a loop over the piling as the boat passes the piling. Then slip that line around a cleat or winch and gently take up tension as you slow the boat.
Beware of helpers on the dock. Inexperienced help can be worse than no help. Tell them what you want them to do LOUDLY. Often a dock hand will grab a bow line and cleat it off tight before the boat is stopped. this causes the bow to swing in and consequently the stern to swing out usually so far you cannot reach the piling/cleat and end up against the opposite side if there is one.
Practice is key and you can practice in light airs using your heavy air technique so you know what to do.
Have fun!
Colin Ward, Mandalay (formerly)