I cut'n'paste from http://symomega.wordpress.com/2010/02/03/the-cage-problem/ (note Cay(G,S) is the Cayley graph).
Now for the construction of Biggs: take a tree T of depth g-1 such that all vertices at depth less than g-1 have valency k. Colour the edges of T with k colours so that no two edges adjacent to a common vertex have the same colour. For each colour $\alpha$, define an involutory permutation $i_{\alpha}$ of the vertices of T such that $i_{\alpha}$ interchanges v and w if and only if v and w are joined by an edge coloured $\alpha$. Now let S be the set of k involutions obtained and G be the group generated by S (G is finite as it is a group of permutations of a finite set). Then Cay(G,S) is a k-regular graph. Now if the girth of our Cayley graph was $s\lt g$ then we would have a word $w_1w_2\cdots w_s=1_G$ with each $w_i$ in S. However, the image of the root of our tree T under $w_1w_2\cdots w_s$ is a vertex at distance $s\lt g$ from the root, contradicting $w_1w_2\cdots w_s$ being the identity permutation. Thus Cay(G,S) has girth at least g.