This feature is based on an a concept by Roy Osherove, you can see Peli's original post on this here

RollbackAttribute uses System.EnterpriseServices to create a COM+ 1.5 domain around the test call. Therefore, all your tests are backup back transactions.

Since EnterpriseServices is a .Net 1.1 feature, this attribute has been separated from MbUnit.Framework.dll assembly. It lives in MbUnit.Framework.1.1.dll attribute.

[Test]
[RollBack]
public void SomeDatabaseTest()
{
  // all database transactions in this method will be rolledback.
  ...
}