I don't have a Droid, but if you can't find an easy way to change the setting, then you might be able to use another app to launch the app you want to when you dock it in the cradle maybe.
If you can't find any way to change the setting on your Droid to what you want it to do, then I'd suggest trying an app that is still in beta and not in the market called
Tasker. It has a Profile State for 'Docked' or 'USB Plugged' or 'Power' when connected that might sense your cradle tethering. If so, then you can set the Tasker Profile State to perform tasks that can do pretty much whatever you need, including 'load app' which launches a specified app. I imagine if you can't change your default setting or even turn it off, then you should be able to set Tasker to first kill that other app, and then launch the app you want. That is if Tasker's State Profile can sense the cradle docking on your Droid by either the Docked, USB Plugged, or Power State Profiles.
I use Tasker to kill an app when I plug it in to USB Power. My Sprint HTC Hero launches a 'PC Sync' applicaiton on the notification bar which I don't use since I don't use HTC Sync. So, when I plug my phone in, I have a Tasker State Profile for Power set to 'Any' doing a couple of things. First, I have it disable the 'keyguard' which removes the slide to unlock feature when I'm connected to USB. Second, I set it to wait about 5 seconds which allows that PC Sync app to launch. Third, I set a task to kill the PC Sync app which removes it from my notification bar. Then I have an 'Exit Task' so that when I unplug it from USB that re-enables the 'keyguard'. Tasker is just a GUI based scripting app with lotz of possibilities.
when i put the phone in cradle, i want another app to open
