To do this simply set a docstring for your tests:
def testOne(self):
"""Test IsOdd(1)"""
self.failUnless(IsOdd(1))
def testTwo(self):
"""Test IsOdd(2)"""
self.failIf(IsOdd(2))
There's a bit of an art to picking docstrings for your tests that will make sense later. Don't be afraid to go back and refactor your things.