Additionally, you could wrap Service with an interface and not worry about the constructor arguments. If the constructor ever changes -- your tests will be tied to those implementation details and need to be updated.
var mock = MockRepository.GenerateMock<IService>();
Edit: At least isolate the creation of that Mock so if your constructor on Service changes, you won't have to update in every single place. A common practice is as follows:
(in your test class)
private ObjectWithServiceDependency CreateObjectUnderTest(){
//Here you would inject your Service dependency with the above answer from Darin
//i.e.
var mockService= MockRepository.GenerateMock<Service>(new object[] {new Command[0] });
var objectUnderTest = new ObjectWithServiceDependency(mockService);
return objectUnderTest;
}
Then in a test,
[Test]
public TestSomething(){
var out = CreateObjectUnderTest();
//do testing
mockService.Expect(...);
}