I guess that the simplist way is to mock the method that will be called when the event is fired.
e.g.
public void event_Fired(object sender, EventArgs e)
{
}
...
// test that the event is actually thrown
using (RecordExpectations recorder = RecorderManager.StartRecording())
{
// expect event_Fired to be called once
event_Fired(null,null);
// uncomment next line to call original method
// recorder.CallOriginal();
}
// lets register our event handler and see if it is called
TestedClass tested = new TestedClass ();
tested.MyEvent += event_Fired;
tested.FireTheEvent(...);
// fail if event_Fired was not called
MockManager.Verify();