I live about 5 minutes from Wimborne, so feel free to mail me if you need someone to show you about.
Plenty of stuff locally, obviously Purbecks just down the road, Wareham Forest, Puddletown woods, Moors Valley, New Forest (if you must) and literally on the door step Canford Heath for an hour or two blast.
Groups go out from all the local shops. Ride Cycleworks (Wednesdays), Primera (Tuesdays i think) and Bikelab and Primera do road group rides on Wednesdays. Also Dorset Rough Riders do rides on Wednesdays i think.
Rusty