You are probably doing it wrong.
Each unit test should be self-contained and not depend on any other test results.
Otherwise when one of the tests break it will break all the tests that depend on it. So you will see a lot of errors without easy way to understand what is the actual cause. On the other hand if all unit tests are independent a broken test is extremely easy to debug and fix.
EDIT: I am assuming the reason you ask the original question is because you have some dependencies in your test. If I am wrong please ignore this answer :)