How do I use Assert to verify that an exception has been thrown with MSTest?

For “Visual Studio Team Test” it appears you apply the ExpectedException attribute to the test’s method.

Sample from the documentation here: A Unit Testing Walkthrough with Visual Studio Team Test

[TestMethod]
[ExpectedException(typeof(ArgumentException),
    "A userId of null was inappropriately allowed.")]
public void NullUserIdInConstructor()
{
   LogonInfo logonInfo = new LogonInfo(null, "P@ss0word");
}