I would think that if you took her out everyday and gave her enough evercise, that she would not dig as much. Obviously she is not happy in the pen for some reason.
I found a lot of useful information on the Purina website. We recently got 2 puppies and it has been a while since I had to deal with them! It helped to feed them properly as well! www.purina.com
One thing you can do is put chicken wire down under a layer of dirt. Works great dogs hate it. This works well for gardens too. If the dog only digs around the sides of the pen just put a strip around the Inside of it. You do need to cover it with dirt but works great.
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