I was having the same problem that you discribed. I spend an hour looking through the PHPDIG code and found no appearant problems. I made a change to the config.php file; changing the PHPDIG_DEFAULT_INDEX to true. This still did not resolve the problem. I then thought there may exist a connection problem. I edited the HOSTS file with the IP and host name that I was trying to index. (BTW: I am on a Linux box, Apache, MySQL 3.23) Everything started to work.

I hope this helps you with your problem.