Actually, if you have a 4x4 Dakota with an automatic, you don't need the dolly. Source: Motorhome Magazine's annual towing guide. Follow the link to the 2006 Dinghy Towing Guide and click on that.
Of course if you have a two-wheel drive Dakota, Sandman's answer above still applies.
Some 4x4 trucks still have a manual transfer case with a neutral position, but this classic set-up is getting more rare as knob-operated auto-4wd systems have become more common. Some of the knob-operated 4x4 systems have a secret way to put the transfer case in neutral for flat-towing. The owner's manual usually describes the procedure.
Because the automatic 4x4 Dakota is listed as towable, it must have a neutral position in the transfer case. The way it's towed with four-down by putting the transmission in Park (stay with me) with the transfer case in neutral. The transmission doesn't turn, but the transfer case does, allowing both driveshafts to freewheel. The transfer cases for which this works are sealed units with their own oil that's not shared with the transmission,so lubrication isn't an issue.
Note: not all 4x4's can be towed this way. Read the owner's manual for details, and read everything reachable through the link below.