Create a public static method, decorated with the AssemblyInitialize attribute. The test framework will call this Setup method once per test run:
[AssemblyInitialize]
public static void MyTestInitialize(TestContext testContext)
{}
For TearDown its:
[AssemblyCleanup]
public static void TearDown()
{}
EDIT:
Another very important detail: the class to which this method belongs must be decorated with [TestClass]. Otherwise, the initialization method will not run.