As has been stated, the Express versions do not have any built-in, and do not allow add-ins for, this functionality, but you can use an external tool, e.g. NUnit.
You can also set up a command to run from the ‘Tools->External Tools’ menu option from within Visual Studio Express and run your test runner from that if you wish.
Here is a link that shows how to do it with VS C# 2008 Express, (scroll down to the end) but I think it should hold true for 2010 as well.
Here is a new working link.