The straw market and one row (street full) of shops are right across the street from where you get on and off the boat to Blue Lagoon (and other destinations). We went to Blue Lagoon first, as it was an early departure, then took the earliest return ferry back to Nassau just so that we would have time to shop before the stores closed, which is approx 5 pm. We stepped off the ferry, and walked straight across the street to shop. Have fun!