There is an additional require for Shindig for PHP before it will run successfully which the README makes to reference to. You must not be in running in safe_mode nor have open_basedir set in php.ini. Both (presumably, I'm only certain about open_basedir) will cause:
Warning: curl_setopt() [function.curl-setopt]: CURLOPT_FOLLOWLOCATION cannot be activated when in safe_mode or an open_basedir is set... And although it's just a warning, it will occur in some javascript files and cause the gadget to fail to run. For example, ../shindig/php/gadgets/proxy?refresh=3600&url=http%3A%2F%2Fwww.labpixies.com%2Flib%2Flp_utils_all_cookie.js Referring to README @ http://incubator.apache.org/shindig/#tab-building ·[•_•]·

