Are you sure it doesn't already include insurance? How did you book?
If you booked direct with Dollar online as a UK resident, it doesn't usually give you a choice about insurance, and will include it. However, if you've booked it as part of a package holiday or fly drive, it won't usually include it.
LOL! Sorry, I didn't mean to worry you! I meant do Dollar know you're not in the US - did you give a UK address?
Anyway, if you are sure you don't have insurance, you can buy it on arrival at the Dollar desk, but it might cost you more than necessary and you might not be clear about what you're getting or what you need.
If you want to get it before you go, there are a couple of brokers who sell policies specifically for the US car rental market. We've done this a few times with NatWest, or you could try this site. I'm sure there are others.
You'll still need to check the policy benefits match your requirements, but at least if you do it before you go you can take your time and look into the small print - not so easy at the Dollar desk after a 9 hour flight when you just want to pick up the car and go.