I don't have this problem, but one thing I have read is burying wire mesh where they want to dig. Apparently the grass will grow through it and dogs don't like the feel of it when they dig. I read on the Great Pets board about someone who had to do that around the circumference of her fence because she had a dog that would constantly dig under the fence and get out. That totally solved the problem.

Of course give it another month and the ground will be so frozen that she can't dig anymore!