I had a little free time today, so I took a look at the new SimpleTest integration for Drupal 7. The SimpleTest framework now comes as a core module, which is a fantastic choice for growing a testing culture. I have only been keeping half-an-eye on the evolution of the testing framework, but I get the impression it bears only a passing resemblance to the original SimpleTest framework.
It looks like you need cURL working with your PHP. Since my dev machine is running XAMPP, all I needed to do was uncomment the line
extension=php_curl.dll