I have an OLE COM object that trying to write a wrapper for, I have decided to start to use TDD to write the code for it as I believe that it will give me a better sense of dire
Yes, mock objects would help. Essentially, you create a fake Mapinfo object by mocking the Mapinfo interface (you should rename that IMapInfo, btw).
You then instruct that mock what calls to expect, and what results to return (if appropriate). You can also create tests where the mock throws exceptions or does other things that are hard to invoke using the real object.
The two big (and free) .NET mocking frameworks are MoQ and Rhino Mocks. Rhino is more mature and has more ways of configuring mocks. MoQ is the newcomer and has a smaller featureset and less ways of setting expectations than Rhino.
Personally, I think MoQ is better for the newcomer to mocking. Its relatively easy to understand, all the documentation out there is relevant to the current release (search for Rhino tutorials and you get junk from years ago that doesn't apply anymore), and it performs well.