One thing I neglected to mention while installing dig, is that you need to have a blank text file called resolv.conf located at c:\windows\system32\drivers\etc\resolv.conf
If you want to specify nameservers for dig to use, use the following syntax in the file:
nameserver 8.8.8.8
nameserver 8.8.4.4
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Modifying the PATH System Variable:
http://imgur.com/pd5gnXG