There are many things to do in West Dorset, here are a few. 
For more ideas try this site:

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Find a bargain at Bridport Street Market

The main market is held on Saturdays, though there is also a smaller one on Wednesdays.
Another good place is The Alleyways antique centre in the St Michael's quarter.

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Feed the birds at Abbotsbury Swannery

The swannery has been at Abbotsbury for around 900 years and is the only place in the world where you can walk among a managed colony of up to 600 mute swans.

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Relive film nostalgia in Lyme Regis

Lyme Regis is a wonderfully unspoilt small fishing town.  The Cobb on the harbour was made famous as the setting for Meryl Streep's evocative scenes in the 1981 film 'The French Lieutenant's Woman'.