I need some advice

I am new to TDD and to TypeMocks. Having done the simple examples I tried to write a test for some existing code - below.

I have some general questions:
1) Have I adopted broadly the right approach? I know that without mock the objects and calls, the test throws exceptions. I simply found pragmatic found ways to eliminate these exceptions.
2) If I am on the right lines then it seems that the test is based on anticipating the code within the function being tested. For example, that the calls IsDirty, State and ContainsData occur in that order when, at least theoretically, they could be called in a different order. Doesn't this contradict the idea of writing the tests first so you wouldn't necessarily know the structure of the code to be tested. Also some of the mock objects are there only to prevent these exceptions and you are unlikely to know that they are needed until you have written the code which presumably means that you have to add these mock objects to the test as you develop the real code. Is this right?
3) How do you respond to the comments I have received from colleagues that there is a lot of code just to test that given a set of property values the correct call is made. Given that there would be several other tests of similar complexity to test the rest of the SaveFeeIncome method.

Any comments would be welcome.

John

The live code

         private static string SaveFeeIncome(DataMarshaller FeeIncome)
        {
            string error = string.Empty;
            IDbTransaction trans = null;
            bool commit = false;

            if (FeeIncome.IsDirty) //only try and perform save if outstanding changes
            {
                trans = EBSShared.CreateTransaction();
                IDbConnection conn = trans.Connection;

                try
                {
                    // Delete
                    if (FeeIncome.State == DataMarshallerState.Deleted)
                    {
                        if (FeeIncome.ContainsData) //Delete if its not a new record
                        {
                            error = TribalTech.EBS.Process.Deletion.Delete(FeeIncome);

                            if (error != string.Empty)
                                error = String.Format(saveErrorMsgTemplate, FeeIncome[Columns.Id].Value, FeeIncome[Columns.Type].Value, error);
                        }
                    }
                    else
                    {
                        // Insert and Update code omitted
                    }
                }
                catch (Exception exception)
                {
                    if (log.IsErrorEnabled)
                        log.Error(string.Format(logSaveFailure), exception);
                    //preserve the error message in case of error
                    error = String.Format(errorMsgTemplate, setValue.UniqueKey, exception.Message);
                    commit = false;
                }
                finally
                {
                    TribalTech.EBS.Process.Shared.CleanupTransaction(trans, conn, commit);
                }
            }

            return error;
        }

    }

My first attempt at a test

        [Test]
        public void TestSaveFeeIncomeDelete()
        {
            // Get the Method Info for private static method called 'SaveFeeIncome'.
            // Later this Method Info will be used to Invoke the SaveFeeIncome method.
            Type feesType = typeof(Fees);
            MethodInfo saveFeeIncomeMethodInfo = feesType.GetMethod("SaveFeeIncome", BindingFlags.NonPublic | BindingFlags.Static);

            // Create a mock Data marshaller 
            MockObject mockDataMarshaller = MockManager.MockObject(typeof(DataMarshaller));
            // Tell the mock Data Marshaller to expect the following property calls...
            mockDataMarshaller.ExpectGet("IsDirty", true); // The IsDirty property is read only, so it would not be possible to set it anyway.
            mockDataMarshaller.ExpectGet("State", DataMarshallerState.Deleted);
            mockDataMarshaller.ExpectGet("ContainsData", true);
            // Cast the Mock to 'Real' Data Marshaller
            DataMarshaller aDataMarshaller = (DataMarshaller)mockDataMarshaller.Object;
            // Set the arguments object array for use later when the 'SaveFeeIncome' method is invoked
            Object[] arguments = new Object[] { aDataMarshaller };

            // Create a Mock EBSShared object and make it expect a CreateTransaction
            // call that will return a mock transaction which is then cast to 'real' one.
            MockObject mockEbsShared = MockManager.MockObject(typeof(EBSShared));
            MockObject mockTransaction = MockManager.MockObject(typeof(IDbTransaction));
            IDbTransaction realTransaction = (IDbTransaction)mockTransaction.Object;
            mockEbsShared.ExpectAndReturn("CreateTransaction", realTransact