ahh yeah i remember that. kill all the enemies in ehmm, i forgot what the place is called but its the place where there is an entrance to ariels grotto and an entrance to the place before Tritons throne. the dolphin is swimming around somewhere but i think you need to kill off all the enemies in the area before you can hitch a ride with it. when you have done so, use the comman where the question mark usually is and it will automatically drop you off where you are supposed to go.