I am a web-developer working in PHP. I have some limited experience with using Test Driven Development in C# desktop applications. In that case we used nUnit for the unit testin
I personally prefer SimpleTest. There is a command line test runner and web-based test runner, and there is even an Eclipse plugin to let you run unit tests from the IDE itself. I found the Zend to PHPUnit connection much harder to get working, especially with the debugger.
The way we use SimpleTest in-house is with a continuous integration script that we wrote ourselves. Every time we check in a feature to SVN we include the unit tests. Every hour or so, the CI script runs and calls a command line PHP script that runs all of our unit tests. If any break, I get an email. It's been a great way to reduce bugs in our systems.
However, you can just as easily use something like Phing to run your tests automatically, either on a cron job or with an SVN check-in hook.
In fact, if you want to contact me directly for further help, you can get to me through my profile info on SO. I'd love to help you out.