This was frustrating for all of 30 seconds. :)
First download your blogger template.
Goto Layout -> Edit HTML -> Click Download full template.
Open that template in a Text Editor. (I use Ultraedit-32 personally) Find the text below in red and add the rest of the text after it.
<div class='post-body'>
<p><data:post.body/></p>
<p>
<script type='text/javascript'>digg_url = '<data:post.url/>';</script>
<script src='http://digg.com/tools/diggthis.js' type='text/javascript'/>
</p>
Save the new updated template and then go back to Edit Html:
Goto Layout -> Edit HTML
From here browse and upload your new template and then view your blog. Done!
You can play around with it some. This just puts it right after the text of your post but there is no reason you can't style sheet it around. Next I want to add Slashdot it.