Apparently people are having issues running the unit tests in EntLib. There is a thread on the EntLib workspace where this is being discussed.
Brian Button has kindly posted a write-up on his blog explaining what you need to do to get started using the tests.
BTW, Tom Hollander has posted a survey about the EntLib unit tests. If you care about such things, please take 30 seconds and fill it out, as it will help us learn more about what you (our customers) think of these things.