So a while ago I was using Visual Studio Team Foundation Server to Unit Test my computer-Go bot, codenamed Gozilla.  (Yeah, I know the name is already taken :( )  To test out the 'SGF file' loading capabilities, I embedded the test files into the Unit Test assembly itself, and extracted it at test-time.  That way I didn't need to carry around the lose test files along with the Unit Test.

Anyways, John Atwood pointed out something I failed to mention in that initial blog post which is that when you are extracting embedded resources from a managed assembly, you need to include the namespace as well. 

I made the edit to the post here:
http://blogs.msdn.com/chrsmith/archive/2005/11/14/VSTricks_Load_test_files_for_Unit_Tests.aspx