I'll explain, The problem is you seeing the links its that google will index the digg links to your site, people will pass around the digg links to your site. You'll see the digg link for every link you click on too.
Digg did a blog post yesterday explaining all the steps they took to give the page juice to the content and not to their URL, so it shouldn't hurt the content-site's SEO (using rel=canonical, et cetera).
