Whenever someone casts an enchant on one of my creatures, do I control that enchantment?
You don't control Claustrophobia. Permanents enter the battlefield under the control of the controller of the spell, unless something else is explicitly stated.

For permanent spells:


  608.3. If the object that’s resolving is a permanent spell, its resolution involves a single step (unless it’s an Aura). The spell
  card becomes a permanent and is put onto the battlefield under the
  control of the spell’s controller.


For other spells or abilities:


  110.2a If an effect instructs a player to put an object onto the battlefield, that object enters the battlefield under that player’s
  control unless the effect states otherwise.