.net - How to throw a SqlException when needed for mocking and unit testing?

Question

I am trying to test some exceptions in my project and one of the Exceptions I catch is SQlException.

It seems that you can't go new SqlException() so I am not sure how I can throw an exception especially without somehow calling the database (and since these are unit tests it is usually advised not to call the database since it is slow).

I am using NUnit and Moq, but I am not sure how to fake this.

Responding to some of the answers that seem to all be based on ADO.NET, note that I am using Linq to Sql. So that stuff is like behind the scenes.

More info as requested by @MattHamilton:

System.ArgumentException : Type to mock must be an interface or an abstract or non-sealed class.       
  at Moq.Mock`1.CheckParameters()
  at Moq.Mock`1..ctor(MockBehavior behavior, Object[] args)
  at Moq.Mock`1..ctor(MockBehavior behavior)
  at Moq.Mock`1..ctor()

Posts to the first line when it tries to mockup

 var ex = new Mock<System.Data.SqlClient.SqlException>();
 ex.SetupGet(e => e.Message).Returns("Exception message");

Answer 1

You can do this with reflection, you will have to maintain it when Microsoft make changes, but it does work I just tested it:

public class SqlExceptionCreator
{
    private static T Construct<T>(params object[] p)
    {
        var ctors = typeof(T).GetConstructors(BindingFlags.NonPublic | BindingFlags.Instance);
        return (T)ctors.First(ctor => ctor.GetParameters().Length == p.Length).Invoke(p);
    }

    internal static SqlException NewSqlException(int number = 1)
    {
        SqlErrorCollection collection = Construct<SqlErrorCollection>();
        SqlError error = Construct<SqlError>(number, (byte)2, (byte)3, "server name", "error message", "proc", 100);

        typeof(SqlErrorCollection)
            .GetMethod("Add", BindingFlags.NonPublic | BindingFlags.Instance)
            .Invoke(collection, new object[] { error });


        return typeof(SqlException)
            .GetMethod("CreateException", BindingFlags.NonPublic | BindingFlags.Static,
                null,
                CallingConventions.ExplicitThis,
                new[] { typeof(SqlErrorCollection), typeof(string) },
                new ParameterModifier[] { })
            .Invoke(null, new object[] { collection, "7.0.0" }) as SqlException;
    }
}      

This also allows you to control the Number of the SqlException, which can be important.