You should search this site for the phrase "mock objects", as I write extensively about it.
I don't tend (any more) towards the kind of hard-and-fast rule that you've asked about. That said, I do offer some rule-based guidance in http://link.jbrains.ca/WpR9aS and, of course, my *big* description of how/when to use mock objects effectively comes from "Integrated Tests are a Scam", which for now is best consumed as a video. http://bit.ly/QWK7do (Sorry about that.)