How To Remove Apps From The Dock In OS X Mountain Lion

Because I already opened the Mac App Store by accident five times today before figuring this out.

Update: You can still pull the apps off, but you have to hold them for a few seconds in mid-air and drag them further away before they go poof. Solves the accidental “hey, where’d my app go?!” problem, but now you need to learn a new trick. Thanks, everyone, for the quick lesson.