yep - launch from baiter park - you will need to purchase a permit to use your ski in Poole Harbour(which you can do from the hut in the car park) - around 6quid i believe.
Parking will be about a tenner for the day.
Stick to the 6/10knotts limit in the harbour and once out past the chain link (well - a little further than the chain link ferry) you can do what you want.
If you come inside the yellow marker bouys which run parallal to the coast (400yds off the shoreline) then the speed limit is 10knotts.
You can anchor up anywhere along the shore line using a sand anchor well placed away from the beach (& swimming areas which are clearly marked)
You'll get agro if you beach the ski.
Apart from that - have fun mate & keep it sensible with regard to other watercraft & swimmers & you'll have no worries.