I created a three layer application with BO (Business Objects), BLL (Business Logic Layer) and DAL (Data Access Layer).
I had to do some unit testing using nUnit tool. I've done that like following and works perfectly:
SQL Tables:

USE [Projekti_TI_1]
GO

SET ANSI_NULLS ON
GO

SET QUOTED_IDENTIFIER ON
GO

CREATE TABLE [dbo].[KLASA](
    [ID_Klasa] [int] IDENTITY(1,1) NOT NULL,
    [KlasaViti] [int] NOT NULL,
 CONSTRAINT [PK_KLASA] PRIMARY KEY CLUSTERED 
(
    [ID_Klasa] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]

GO

And

USE [Projekti_TI_1]
GO

SET ANSI_NULLS ON
GO

SET QUOTED_IDENTIFIER ON
GO

CREATE TABLE [dbo].[PARALELJA](
    [ID_Paralelja] [int] IDENTITY(1,1) NOT NULL,
    [Paralelja] [int] NOT NULL,
 CONSTRAINT [PK_PARALELJA_1] PRIMARY KEY CLUSTERED 
(
    [ID_Paralelja] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]

GO

Unit testing I've don as following:
BO

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;

namespace BO
{
    public class Klasa
    {
        private int k_ID_Klasa;
        private int k_KlasaViti;
        private int k_Paralelja;


        public Klasa(int a, int b)
        {

        }

        public Klasa() { }

        public int ID_Klasa
        {
            get { return k_ID_Klasa; }
            set { k_ID_Klasa = value; }
        }

        public int KlasaViti
        {
            get { return k_KlasaViti; }
            set { k_KlasaViti = value; }
        }

        public int Paralelja
        {
            get { return k_Paralelja; }
            set { k_Paralelja = value; }
        }
    }
}

BLL

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using BO;
using DAL;


namespace BLL
{
    public class KlasaIURD
     {
            public KlasaIURD()
            {

            }

            public static void Shto(Klasa obj)
            {
                KlasaDB.Shto(obj);

            }
     }
}

DAL

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using BO;
using System.Data.SqlClient;
using System.Data;

namespace DAL
{
    public class KlasaDB
    {      
        public KlasaDB()
        {

        }

        public static bool Shto(Klasa obj)
        {
            SqlConnection sqlConn = new SqlConnection(StringKoneksioni.Stringu);
            SqlCommand sqlCmd = new SqlCommand("procShtoKlasa", sqlConn);
            sqlCmd.CommandType = CommandType.StoredProcedure;
            sqlCmd.Parameters.AddWithValue("@KlasaViti", obj.KlasaViti);
            sqlCmd.Parameters.AddWithValue("@Paralelja", obj.Paralelja);
            sqlConn.Open();
            if (sqlCmd.ExecuteNonQuery() > 0)
            {
                sqlConn.Close();
                return true;

            }
            else
            {
                return false;
            }

        }


    }
}

And at last the form i created at ScoMan_TI namespace

using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Windows.Forms;
using BO;
using BLL;
using DAL;

namespace ScoMan_TI
{
    public partial class Forma_RegjKlasa : Form
    {
        KlasaDB klasa = new KlasaDB();
        public Forma_RegjKlasa()
        {
            InitializeComponent();
            this.klasatToolStripMenuItem.Enabled = false;


        }


        private void btnAzhuro_Click(object sender, EventArgs e)
        {

        }

        private void Forma_RegjKlasa_Load(object sender, EventArgs e)
        {


        }

        private void lendetToolStripMenuItem_Click(object sender, EventArgs e)
        {
            this.Hide();
            Forma_Lendet frmLen = new Forma_Lendet();
            frmLen.ShowDialog();
        }

        private void nxenesitToolStripMenuItem_Click(object sender, EventArgs e)
        {
            this.Hide();
            Forma_NxenRegj frmNxRegj = new Forma_NxenRegj();
            frmNxRegj.ShowDialog();

        }

        private void mesimdhenesitToolStripMenuItem_Click(object sender, EventArgs e)
        {
            this.Hide();
            Forma_MesimRegj frmMesRegj = new Forma_MesimRegj();
            frmMesRegj.ShowDialog();
        }

        private void btnShto_Click(object sender, EventArgs e)
        {
            try
            {
                if (string.IsNullOrEmpty(txtKlasaViti.Text))
                {
                    errorKlasa.SetError(txtKlasaViti, "Ju lutemi plotësoni fushën: KLASA!");
                    return;
                }
                if (string.IsNullOrEmpty(txtParalelja.Text))
                {
                    errorKlasa.SetError(txtParalelja, "Ju lutemi plotësoni fushën: PARALELJA!");
                    return;
                }
                Klasa objKlasa = new Klasa();
                objKlasa.KlasaViti = Convert.ToInt32(txtKlasaViti.Text);
                KlasaIURD.Shto(objKlasa);

                Paralelja objParalelja = new Paralelja();
                objParalelja.Paralelet = Convert.ToInt32(txtParalelja.Text);
                ParaleljaIURD.Shto(objParalelja);

            }
            catch { MessageBox.Show("Keni problem ne databazë"); }
        }    
    }
}

The testing class for that is as follows:

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using BLL;
using BO;
using DAL;
using NUnit.Framework;

namespace ScoMan_TI.NUnit_Testing
{
    [TestFixture]
    class Klasa_Testuese
    {

        Klasa klasa = new Klasa();
        KlasaDB klasaDB = new KlasaDB();



        [SetUp]   
        public void initKlasa()
        {

            klasa.KlasaViti = 2013;
            klasa.Paralelja = 7;


        }

        [Test]

        public void Test_ShtoKlasa()
        {
            Assert.AreEqual(true, DAL.KlasaDB.Shto(klasa));    
        }

    }      
}

This works perfectly, my question is how to do an Integration Testing using STUBS and MOCKERY because I don't have a clue how to do that?
Any suggestion or help from your side will be welcome.
Thank you in advance for your time and reply.
Cheers.

I found the solution using NSubstitute and nUnit where I created a class and interface.
Cheers.

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