Buried in woodland about half a mile west of Winterbourne Abbas, I must have driven past the Nine Stones hundreds of times without noticing them. Recently (Spring 2007) someone, presumably English Heritage, has removed the crown of the hugh beech tree that grows up through the stones allowing a lot more light into the site.
According to the plaque the circle may have been used for secular and religious ceremonies, which I suppose rules out it being a neolithic folly.
For what it's worth, it reminded me of one of those roadside shrines you get in Ireland and other catholic countries. Assuming that the A35 was once an ancient track leading up onto the exposed ridgeway to Bridport, it could have been a place were travelers stopped to give prayers for a safe passage, or to give thanks for their return to the safety of the valley.