On the NetTuts.com site today there's a new screencast posted (by Jeffrey Way) that gives you a hands-on look at using PHPUnit to write and execute tests on your code.

In this screencast, we’ll build a relatively simple class, using TDD techniques. Along the way, we’ll discuss various PHPUnit methods, how to create mock objects, and more! I encourage you to work along; it’s the best way to learn!

If you're new to unit testing this is a good way to start. He uses the Laravel framework as a base for the testing and a TDD (test-driven development) approach. Once you've gotten your feet wet following along with the screencast, you can go over to the PHPUnit site for more details.