If you want to watch a bunch of pointless depressed women do essentially nothing over the course of 2 hours (other than feel sorry for themselves and contemplate/commit suicide) then this is your movie....
http://i151.photobucket.com/albums/s135/Sig_Nuka/implied-facepalm.jpg
Well if the film/ book (which I haven't read) is meant to be any kind of reflection of Mrs Dalloway, then I don't really think all that much is supposed to happen anyway. It isn't necessarily meant to be a story about 'something' happening, but rather a day in the life of three very unhappy women. In each of their story lines, the day shown is the culmination of years of repression, unhappiness and a total lack of freedom from the demands others(however unintentionally) place on them. Their reactions are fairly mundane (suicide/ people walking out on their kids aren't that unusual), but it's the exploration of their motivations and the way they are each shown to be human, in spite of their possibly selfish behaviour, that made this (for me) a great film.
I agree, it wasn't exactly light-hearted viewing, but it does raise a lot of questions.