Get the tm from pokemon fire red or leaf green (i dont acually own it but my freind does)
alternitaves are
1. Nincada Level: 46 (I think)
2. Trapince Level: 35-50 (not sure of the level)
3. No sand shrew can NOT learn dig
4. There are no digglets in emerald (but to the best of my knoledge it learns dig at level 21 i think)