I just recently did the Dolphin Swim on my cruise on the Millennium. I went to their website and purchased the Dolphin Swim direct @ $145. The Dolphin Swim allows you to swim with the dolphins. The $94 shore excursion sold by Celebrity is the Dolphin Encounter and this does not allow you to swim.
I highly recommend the extra money for the Dolphin Swim. It was truly a once in a lifetime experience. I did have some concerns about how the dolphins are treated, but in speaking with one of the trainers, felt somewhat more reassured about their performance schedule. They do not interact in each time slot (of which there are only 4 per day I believe. They also get "days off", and all the animals seemed well cared for, lived in good facilities, and had wonderful rapport with their trainers.