I was following Jon´s screencast about Unit Testing with PhpUnit and ZF when I got the exact same error that ratzip described in this question.
As he commented, I also had the same problem even after creating tests as suggested here: for some reason, there was some script looking for a file named as I named my test suite (MyApp.php or whatever...).
I looked around but wasn´t able to find where I should create this file and what it should contains.
But, in a given moment, after had read this question about how to run a specific phpunit xml testsuite, I decided to try to explicity insert a file in the testsuite section.
My phpunit.xml now is:
<phpunit bootstrap="./application/bootstrap.php" colors="true">
<testsuites>
<testsuite name="MyApp">
<file>./application/(path_to_model_inside_module)/ModelTests.php</file>
<directory>./</directory>
</testsuite>
</testsuites>
<filter>
<whitelist>
<directory suffix=".php">../application/</directory>
<exclude>
<directory suffix=".phtml">../application/</directory>
</exclude>
</whitelist>
</filter>
And even if it seems a little despaired, that error is not happening anymore and the test is working now.
BUt I'm feeling unconfortable about it as I can't understand what was the problem before and why this explicitation of a file "fixed" it.
I can't figure why the xml directory definition wasn't able to guide the testing framework to find the existing test.