When I setup a JUnit configuration (using Junit4) to execute all tests in a package not all tests are executed. However, they seem to be "collected" correctly, since in the run console there is written e.g. "Done: 2 of 4(1,356 s)." Four is the correct number of test methods (those annotated with @Test) - however only one class containing two test methods are executed.
Down in the logging output there appears the following line:
Wrong test finished. Last started: Method Adapter: class de.digimod.object.TestCreateObject#testCreateObject2 stopped: Dummyclass com.intellij.rt.junit4.Junit4ClassSuite$1false
I'm running Idea with JDK 1.6 (I now, it's not (yet) supported, but anyway, this might be interesting for you 
BTW (really nitpicking): The String in the run console "Done: 2 of 4(1,356 s)" looks better if the opening parenthesis is preceded by a blank...