Sounds like you're integration testing, not unit testing.

I would not hold a reference to the database object, but create it as needed.

>The main application is written in C++. It is supposed to call various methods from that library using the XML invoke string.
>
>Right now we're simulating this call using the Windows Forms application and calling this new library and VFP original library. This is how we can compare output of new C# code vs. original VFP dll code.