As others have pointed out, it's best to stick with one assert in each test in order to avoid losing information - if the first assert fails, you don't know whether the later ones would fail also. You have to fix the problem with less information - which might (probably will) be harder.
A very good reference is Roy Osherove's Art of Unit Testing - if you want to get started right with Unit Testing, you could do a lot worse than starting here.
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