In reply to Jack_F:
Access at Lulworth has been an issue for a long time. Strictly speaking climbing is not allowed here. The rational is, I believe, to avoid encouraging tourists to scramble along the ridge. Despite the ban, however, climbing here is quite common and I have not heard of anyone being asked to leave.
Keep a low profile, and be mindful of the swimmers and canoeists who also use the caves and you'll be fine.
