When creating a new project with unit tests, Xcode sets the build configuration to Debug for the Test scheme (same for the Run scheme).
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You might consider adding a new build configuration.
In xcode 4, click on your project on the left hand navigator.
In the main window, click on your project, and then select the "info" tab.
Click the "+" button to add a new configuration (you can call yours "test" if you like").
Now, click on your target, and go to the build settings tab.
Search for "preprocessor macros"
Here, you can add preprocessor macros for your new build configuration.
Just double click on your new "test" configuration, and add TESTING=1.
Finally, edit your build scheme. Select the test options for your scheme. There should be a "Build Configuration" drop down menu. Select your "test" configuration.