Last year I was looking for an unit testing framework. I wanted something easy to setup and easy to use. I found UnitTest++. Checkout the overview for details how to set it up and use it.
I haven't used it much yet (going to change that now 
) but so far I am very happy with it. Today realized that I was testing my (DLL) code in a test application, instead of using the unit test framework I have already in place. Using UnitTest++ is much better than creating testing code within your (test) application, because you keep the code you write to develop and debug your classes and they will be executed after each build automatically.