If you are in Dorchster and want to explore north of Dorchester there is rover ticket called a Heart of Wessex Day Ranger. Available after 08.30 this ticket allows unlimited travel between Weymouth - Dorchester - Castle Cary - Bristol TM plus Swindon - Bath Spa/Trowbridge/Swindon/Westbury. Cost is £19.00 or child £12.55. If you hold a railcard the price is £9.50. (2013 prices).
There are two railway stations in Dorchester - you need to know which one to use depending where you are going.
Dorchester South is served by South West Trains and is on the London - Southampton - Bournemouth - Weymouth line. Fast new electric trains provide a frequent service and there is plenty of car parking. See www.southwesttrains.co.uk
Dorchester West is on the Weymouth to Yeovil to Bristol line. Trains are not as frequent as at South station but this line provides a good cross country service. see www.firstgreatwestern.co.uk