| The Crusader |
Survival skill let's you know direction. Couple that with Knowledge (geography, dungeoneering) and a character should be able to have a pretty good general idea about where he is going. Where he actually pops out of the ground is going to be dictated as much by his movement rate as anything. Keep in mind that 5 feet down or up counts against movement.
Also, a person burrowing underground is going to displace a lot of earth, ala Bugs Bunny. So, unless he goes down pretty deep (30 feet or more) his movement will not be hidden from anyone.