I found UnitTest++ to be very easy to work with. I will yet have to try amop alongside with it, which was mentioned to be a good companion to UnitTest++ for mock object functionality. Otherwise Google Mock is a popular choice. Also, you may want to read up on UnitTest++ and Mock Objects.
UnitTest++ can be set up with your Continuous Integration approach, e.g. with Hudsonwith Hudson
You may want to read this inspiring post if you're not convinced unit testing and games go well together.