Three boats travel between Dakar and Ziguinchor: the Diambogne, the Anguène and the larger Aline Sitoé Diatta. There are currently four departures from Dakar per week (see the latest times and prices at www.cap-skirring.voyage). All are operated by COSAMA. It's wise to plan ahead as tickets can sell out in advance. Unfortunately, you must buy tickets in person, but some guesthouses will do this for you.
One of the few travel agencies that can book ferry tickets for you is Diambone Voyages in Ziguinchor (but they must be booked at least three weeks in advance).