Look at this setup again.
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The white tape is the hot (+) wire. It is fully insulated from the ground. It makes an entire loop around the pen, but again, is insulated from the ground. It is connected to the hot wire (red clip) on the charger. As long as nothing is touching it, nothing happens.
The green wire clip is connected to the steel post, which is buried in the ground. The ground (litterally the ground you stand upon) then becomes the negative (-) counterpart to the hot wire. The two of them exist peacefully and nothing happens until an animal comes along and while standing upon the ground, touches the white tape. The animal now acts like a switch in the line and the current then flows from the hot wire to the ground through the animal, which feels it as a violent, painful, electric shock.
So you won't be burying anything. What you want to do is attach a hot wire (like the white tape) to insulators surrounding your pen and at the least, along the top of it. You can add as many as you like, including another like it along the base, where it will zap any animal that tries to rip it's way in or dig it's way in. All that matters is that the animal must also be standing on something that is connected to the ground. Literally the ground for a hot wire running around the bottom, or the fence the animal is climbing on for a higher up hot wire.