What would be an alternate to [TearDown] and [SetUp] in MSTest?

Keep in mind that your Initialize/Cleanup methods have to use the right signature.

http://msdn.microsoft.com/en-us/library/microsoft.visualstudio.testtools.unittesting.classinitializeattribute.aspx

    [AssemblyInitialize()]
    public static void AssemblyInit(TestContext context) {}

    [ClassInitialize()]
    public static void ClassInit(TestContext context) {}

    [TestInitialize()]
    public void Initialize() {}

    [TestCleanup()]
    public void Cleanup() {}

    [ClassCleanup()]
    public static void ClassCleanup() {}

    [AssemblyCleanup()]
    public static void AssemblyCleanup() {}

You can use [TestInitialize] for [SetUp] and [TestCleanup] for [TearDown].

You would use [TestCleanup] and [TestInitialize] respectively.

[TestInitialize] and [TestCleanup] at the individual test level, [ClassInitialize] and [ClassCleanup] at the class level.