Your description is a bit vague, but it could be Blacker's Hole which is to the west of Swannage, before you get to Dancing Ledge. It has an overhanging cliff and can only be reached by a fairly hairy scramble down the cliff or by boat. If this doesn't sound right and we're talking much further west, on the other side of St Aldhelm's Head, then you might mean Chapman's Pool which is much more well known. This again has only foot access, but is a much easier walk. It looks rather like Lulworth Cove, but with a much wider entrance. Hope this helps.