I hate to say it, but if you want to teach yourself .Net programming (either C# or VB.Net), downloading and using Visual Studio is probably the best way to do it.
You can download VS2008 Express for Windows here:
http://www.microsoft.com/Express/
As far as your original question, here is a good tutorial:
http://www.lazycodeslinger.com/post/...et-PlugIn.aspx
<= This link is good, but Windows-centric
This link suggests it's as easy as running "nunit-console" in a session window:
http://www.cornetdesign.com/2006_02_01_archive.html
Finally, here's a link on testing .Net stuff under Mono in general:
http://www.mono-project.com/Test_Suite#Testing
'Hope that helps .. PSM