SPI AD9833 pin hookup

VT91:
http://s14.postimg.org/41efwbutt/IMGP1077.jpg
I hooked everything, loaded this code
http://www.sinneb.net/?p=562
into Arduino and connected the circuit to an oscilloscope.
For some reason it didn't work.

Whats wrong with it?

Did you alter the code to put FSYNC on pin 9 instead of the defined pin 2 in the sketch or move the FNC wire to pin 2. The sketch uses pin 9 as master clock output so cannot be used as FSYNC (SS) pin.
You will not want the MCLK signal (pin 9) as your module has an onboard clock source so does not need one from the Arduino.

EDIT: Also your frequency calculations may be wrong as the sketch is basing them on a 1MHz clock and it appears your module has a 25MHz clock source.