I know that unit testing is desirable, and I am interested in doing unit testing. The only problem is I have no idea how, or even where to start really. So my question is:
This Tutorial for writing JUnit tests in NetBeans should give you an idea how unit testing is done technically. NUnit for C# works pretty much the same.
For an advanced view of how to integrate unit testing into you daily development, the standard reference is Kent Beck's "Test Driven Development By Example". Here's a broad overview.