The rules differ depending on the beach.
On any of the beaches infested with plovers, dogs must be on a leash 6' or shorter - no retractable leashes.
With regards to the other beaches, a google search brought this site up.
http://www.petfriendlytravel.com/?pa...#Massachusetts
I'm not positive the accuracy of it. I think you may be SOL for the sag/dennis area.