If you want to use some configuration for your tests in Visual Studio Team System unit tests, here's how:
Simply put your .config file in the same directory as your test project, with the same name as the test project's output assembly appended with .config.
For example if your test project is called U2U.Frameworks.DataTier.UnitTests.dll, put your configuration in U2U.Frameworks.DataTier.UnitTests.dll.config.
(Actually, people using NUnit will find this quite the same).
Maybe this is documented somewhere, but I could not find it in 5 minutes, so I decided to blog about this.
By the way, I have a project with Unit testing written in NUnit, and I just ported it to Team System unit tests in a couple of minutes. I actually lost more time because the Northwind sample database I had for SQL2000 had an extra column that I didn't have in SQL2005.