Customer on digg click my digg account's links of my website, and place a order on my website, I'm wondering how to make sure that the order is from Digg?
Track the HTTP_REFERRER http header field in your landing page which you posted to digg. then set a cookie/session id that this customer from digg. On order completion page, check the session cookie and write to database about the origin of the customer. Then you can do the analytics on how visitors arrived and ordered on your website.
Do Digg process my digg account's links, the url is just as external links, or customer place their order with digg's browser tool(in this case, customer couldn't login/register in my website), or they click the original url of my website to login/register(in this case, goto my website direct with no dynamic parameter).