Marc Clifton has a great five part series on Advance Unit Testing. Throughout these articles Marc builds a Unit Testing framework based on the NUnit framework - NUnit is a Unit Testing framework for Microsoft .NET, it's very similar to the JUnit framework for Java. Marc explores Unit Testing, the interworkings of Unit Testing frameworks, and the XP methodology.
Don’t be intimidated by the number or size of these articles - most of the content is source code.

Part I: Introduction to unit testing and a case study taking the XP process up to the point of writing some unit tests
Part II: Implementation of an NUnit look-alike and developing the case study further with real tests and real code
Part III: Implementation of NUnit extensions, revising and progressing with the case study
Part IV: Using reflection to create unit tests that are script based instead of code based, and the impact of that on the case study
Part V: Unit Test Patterns

On a related thread:

Learn more about Test-Driving Development (TDD) on Wikipedia.
Learn more about NUnit at http://www.nunit.org/.