Capt. William Dare before America

My grandmother was a descendent of Capt. William Dare (her mother's maiden name was Dare).I have quite a bit of information on various lines of the Dare family in America, but have had virtually no luck with finding information on Capt. Dare before he came to America (just that he came from Dorset or Somerset).I have reviewed a lot of microfilmed records from the 1600's in those regions of the U.K. with no references to Capt. Dare.Does anyone have information that may help get me started looking in the right place?