When Ashcroft fails a test, you will see that the recommended solution often involves a refactoring towards dependency injection. Fine, that (with the aid of Mock Objects will allow you to test your class in isolation. But what about integration tests? Or even the whole application? How do you assemble the real classes (including these low level ones) that actually do access files, sockets, threads and graphics environments?

There are several ways. You can do it manually in some bootstrap class, or you can use PicoContainer/NanoContainer or some other DI framework such as Spring or HiveMind. It's up to you. These frameworks will make that assembly easy, as long as your classes honour DI.