Ask HN: How to build a test harness for a legacy system?

I'm working with a legacy system that has no automated testing. I have a section of code that I need to refactor or it is going to get increasing more coupled. First, I tried going through the Legacy Code Change Algorithm but when trying to break dependencies, I'm moving a lot of code around (maybe I'm doing it wrong?).

I'm starting to think now that it would be a good idea to build automated acceptance tests around the functionality that I want to refactor, before breaking dependencies. Should I revisit how I am breaking dependencies or would it be worthwhile to take this path?

Any other words of wisdom you can impart my way?