The Roman town house remains are tucked away in the grounds of Dorset County Council. You can go on one of the walks (TIC know the details) around the town which include the townhouse/riverside and learn some of it's history but there are sometimes plays put on (I saw Julian Ceasar) one evening once. The Museum sometimes takes groups around on a guided tour of the Town house.
After your visit you could go on to do the riverside walk or walk the path to the Sun Inn for lunch or the nearby military museum. I really don't understand why the town doesn't promote it more for tourists. Down the road is a section of the old town wall and the borough gardens which has toilets a cafe open some of the time. Its a short walk from the town centre.
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