Let me re-post my reactions to it, it may help you out.

May the lord bless Lars Von Trier. With Dogville, my faith in cinema has been fully and faithfully restored. Following a seemingly endless barrage of mediocre films, I began to wonder if I was numb to great cinema. Had I reached a point where I was burnt out on film, and lost any potential feeling that may derive from cinema, or was I just watching the wrong films? I began to look for known classics, films that should be enough to restore any doubting cinephiles faith. What I found was increasing indifference. With few exceptions I was rather passive to cinema. Even the few great films that I saw, didnt profoundly affect me the way that only the truly great films can. That all changed when I watched Dogville.
With the prologue I found myself asking the question of whether this film could do it. I knew that it was something different, and Dancer in the Dark taught me that Von Trier was capable of producing some extraordinary movies. I had to relax though, and not try and convince myself that this film was great, just let it do the convincing for me. I soon realized that this sparse stage piece complete with highly literary narrative was going to be the tone for the entire film. Knowing Von Trier, I was certainly ready for the most extreme cases of melodrama.
With this understanding I let the film continue. It was a long haul, nearly three hours, and for about the first time in months I managed to watch a film at home straight through without stopping to take a break, or just generally get bored. From Nicole Kidmans introduction I took to her character. Her performance throughout may very well be the best of her career, certainly better than the Oscar winning turn she had in The Hours. Seeing the crop of recognizable faces filling out the rest of the population of Dogville I wondered if this would be some random whos who of character actors and stars trying to show how great they can act, or whether it was just a cast assembled from Mt. Olympus. Thankfully Von Trier knew what he was doing, and every actor seemed like a perfect fit.
I must admire Kidmans choice to do the film. Lots of indifference has greeted her last several films, but one thing that she has avoided (unlike other recent best actress winners) is turning movie star. Sure the case can be made that Kidman is a born movie star, she certainly looks the part, but she wasnt an actress who decided that they were gonna take it easy because they already won their award. This performance was certainly enough to earn her another nomination, but lets not get into Academy credibility right now.
Von Triers attack on small town America is scathing. He opens the film as if this little village were out of a Vincente Minnelli musical. Everyone knows each other, is polite, and scared of the big city folk. As we progress we get a sense that this is a heartwarming story of small town life. A triumph for simple people and simple ways, and a tale of a young lost woman finding her way amidst the mountains of Colorado. For any other (and many lesser) director, this probably would be the gist of the tale, but look at who were dealing with.
The chapter titles serve to keep the literary theme of the film, as well as give us a brief heads up as to whats about to happen. You at one point are scratching your head and at the same time laughing at Veras (Patricia Clarkson) oldest son telling Grace that hes been bad and needs to be spanked. You start to realize that this town isnt exactly normal, and the complacency of the first half is about to rapidly deteriorate. Perhaps my only objection on the part of Von Trier is the uncharacteristically under-dramatic raping. Grace seems a bit passive, and there doesnt seem to be much indication of the psychological impact of it upon her. Perhaps the goal was more to show her as a victim unable to go anywhere for help, so in Von Triers eyes all she could do was accept it.
As the film continues it becomes more perverted, and the women become cruel. It is clear from the start that Liz (Chloe Sevigny) is jealous of Graces looks, despite what she may say. Which she at first is appreciative of her, by taking some of the prying eyes of the men away from her. As time goes by though, Liz finds that none of the towns men seem to pay her any mind, and what might have been just a slight case of envy at a pretty face becomes hatred. As Vera finds that her husband is forcing himself on Grace, she doesnt lash out at him, but rather Grace. Martha, on the other hand just seems to go along with whatever anyone else does. She is a bit simple minded and I view her as a bit of a victim as well.
The tale is redemptive though, but not in any way like we might have expected. There is a change in morals, there is a turning point, and there is a moment of self-discovery for Grace. Even when it appears as though we know its come and have figured out what makes Grace tick, well theres Von Trier to slap us in the face and let us know that we know absolutely nothing about this character weve been with for the past 2 and a half hours. However, I wont mention what revelation occurs, but I sincerely thank our writer-director for giving me that oh so necessary jolt. Grace is vindicated, and then some, and I for one cant help but be amazed at a happy ending (?) to a Lars Von Trier film.