I'm no phpDig expert (yet!), but I find it highly unlikely that phpDig is reading the remote filesystem. It should ONLY be able to find files (.html, .php or whatever) that are explicitly linked to by a visible index page. This could include a subdirectory that doesn't have an index page, but your webserver has directory listing enabled...
You must have a link somewhere that is pointing to these a, b, c.html files. I can't understand how phpDig would find them otherwise... I don't think it has a module for hacking into servers and reading filesystems
