Checking if events were fired can be done by subscribing to that event and setting a boolean value:
var wasCalled = false;
foo.NyEvent += (o,e) => wasCalled = true;
...
Assert.IsTrue(wasCalled);
Due to request – without lambdas:
var wasCalled = false;
foo.NyEvent += delegate(o,e){ wasCalled = true;}
...
Assert.IsTrue(wasCalled);