We demonstrate dispersion-engineering of microstructured polymer optical fibres (mPOFs) made of poly(methyl methacrylate) (PMMA). A significant shift of the total dispersion from the material dispersion is confirmed through measurement of the mPOF dispersion using white-light spectral interferometry. The influence of strong loss peaks on the dispersion (through the Kramers-Kronig relations) is investigated theoretically. It is found that the strong loss peaks of PMMA above 1100 nm can significantly modify the dispersion, while the losses below 1100 nm only modify the dispersion slightly. To increase the nonlinearity of the mPOFs we investigated doping of PMMA with the highly-nonlinear dye Disperse Red 1. Both doping of a PMMA cane and direct doping of a PMMA mPOF was performed.Keywords: Microstructured polymer optical fibre (mPOF), dispersion engineering, influence of loss on dispersion, dye doping, poly(methyl methacrylate) (PMMA), Disperse Red 1