Unit (Integration) Test for code that interacts with a database
I don't claim to be an expert, but here's my experience.

Apart from that i see you are using a constant string "MyProviderName" in your code and you would do well to move that to a const string for easy refactoring and future changes.

Also i suggest you use the more common "ArgumentNullException" vs creating your own custom "UndeclaredDBProviderException" as you want to capture that a null parameter was passed to the function.

I would also suggest you run the code through FxCop and fix any errors.