Well, if Dio is now part of the house, you should go to your room and sleep on your bed (assuming you haven't done that already). After that there is a short cutscene, after which you should go to the riverside north of the Joestar Mansion in order to continue the story.
Viewing post in JoJo's Bizarre RPG: Phantom Blood comments
That's strange, I've never encountered this glitch before. I'll look into it when I have time. For now, I guess you could reset your game as you are not really far into the story. But just to make sure, could you list everything you've done after entering the mansion. That could help me identify the problem.