http://www.bigfooty.com/cgi-bin/pod/servertest.cgi

It all looks OK, right?

http://www.bigfooty.com/guide.shtml

That looks fine.

But try clicking a link to any other section:
POD encountered the following error while trying to run:
404 Not Found
Attempted retrieval URL: http://dmoz.org/Sports/Football/Aust...delaide_Crows/

This is the issue:
/Sports/Football/Australian_Rules/Sports/Football/Australian_Rules/

It is starting the directory string at the end of the existing one.

Is there something special I have to do if I am using an SSI to incorporate this into the site?

Maybe I have a path set incorrectly in the 'podvars' file?