Apparently, household animals such as small dogs do not get along well with musical instruments in general, but digeridoos in particular.
I first noticed a problem when I was playing my acoustic guitar and the resident dog (a shih-tsu I was petsitting for a friend) retreated into the kitchen looking very agitated, and then defecated on the floor. I tried not to take this as a comment on my skills, although I quit playing after the incident.
The next day, the dog was getting on my nerves so I decided to see what it would do if I played my didge. Almost as soon as I started playing, the dog ran and hid under the couch, and wouldn’t budge from its spot for a good 10-15 minutes after I quit playing. This was a good month and a half ago. About 2 weeks ago, I was cleaning under the couch and discovered.. a dried up piece of dog feces.
The moral of the story - if you want to frighten a pet, use a didge. But put newspapers down first.