I agree, ask a doctor... who will prob send you to a PT.... or may do an MRI and find out you tore something. I dislocated mine 14 times and I did exercises for it all the time.. I could tell you a few of the workouts my PT had me do, but much better for you to just go to the DR. I eventually had surgery to repair a torn labrum and ive been all better since. I wish I would have just had the surgery sooner.
... if your joints aren't normally loose and it continues to dislocate like that, sounds like you need an MRI. Exercises dont do much to repair torn ligaments.
http://www.exrx.net/Lists/ExList/ShouldWt.html#anchor166631 But here are some shoulder exercises anyway... not specifically to strengthen a dislocated shoulder, but you mind find it interesting anyway. I used to use this site when creating weight training workouts, from what I remember it's pretty good.
Personally i have broken my collar bone resulting in surgery then this past fall i suffered a 3rd degree sepperation on the same shoulder. if anything i have found that frequent workouts have helped to strengthen the shoulder as well as swimming laps of a pool. when i went to the doctor i was given exercises but they never really seemed to help. i would just recomend hitting the gym and keeping it strong by moving it and keeping active. hope this was of some help