Find the file called _connect.php and rename it to connect.php. Also, change values for the following to whatever you setup when you defined your phpdig database:
Code:
define('PHPDIG_DB_PREFIX','<dbprefix>');
define('PHPDIG_DB_HOST','<host>');
define('PHPDIG_DB_USER','<user>');
define('PHPDIG_DB_PASS','<pass>');
define('PHPDIG_DB_NAME','<database>');