Forum Algarve is in Faro, about 40 miles from P.de Rocha, not worth the trip as there are others nearer.
Algarve Shopping is on the N125 at Guia, about 20 miles from P da Rocha
There is a new Continente Hypermarket on the north side of Portimao about 3 miles from R Da Rocha and loads of other shops there too.
Qunita Shopping is in Quinta do Lago about 35 miles from Pria da Rocha
Hope that helps