Unit testing a DAL is a very common headache in development. For the most part, I suggest you skip it.
Most ORMs these days offer some sort of query language, be it LINQ or HQL, or some other flavor. Because a proper unit test requires that you not actually hit the database, you have to mock the ORM and doing that is the biggest pain in the ass you can think of. It's not worth it, IMO. Ultimately, you only end up testing that you wrote the proper query in your code; you get no regression value at all and can better serve your purposes by inspection of the code.
I'm not saying you shouldn't test your use of the DAL, however; just don't try unit testing. You should still have a suite of integration and user acceptance tests for your program/system; let those handle testing your data access instead.