When unit tests are not recognized
Yes, you can create unit tests inside a project, without creating another project. But there is a tweak, when VS 2008 create the Unit Test Project, the resulting project have two Project Types that are included in standard project. If you don't modify your project to include them, the unit test framework of VS 2008 is not recognizing your Tests, even if they are correctly formated (proabably because the engine is only checking the unit tests project types).
Here is the project types...
<ProjectTypeGuids>{3AC096D0-A1C2-E12C-1390-A8335801FDAB};{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}</ProjectTypeGuids>
-f.