I am tring to create XML file using ASP-VB.NET (Visual Studio 2008/2010)
When I use following code with LINQ to SQL it works perfectly.

 Dim xmlContext = <CountiesMunicipalities>
                             <County><%= From cm In mData.COUNTIES _
                                         Where cm.STATE_ID = 39 _
                                         Select <Name><%= cm.NAME %></Name> %></County>
                         </CountiesMunicipalities>

Tried to run it with LINQ to Entities and got Error:
Only parameterless constructors and initializers are supported in LINQ to Entities.
I understand that LINQ to Entities takes a different approach than LINQ to SQL in some areas.
I tried to use XML options:

Dim xmlContext = From cm In mData.COUNTIES _
                                         Where cm.STATE_ID = 39 _
                                        Select New XElement("CountiesMunicipalities",
                                                            New XAttribute("County", cm.NAME))

and got the same result
Does somebody know how to use LINQ to Entities to create XML File?

Never mind people. I figured out how to fix it. Need to use ToList(). Here it is code - bold red changes

Dim xmlContext = <CountiesMunicipalities>
                             <County><%= From cm In mData.COUNTIES.ToList _
                                         Where cm.STATE_ID = 39 _
                                         Select <Name><%= cm.NAME %></Name> %></County>
                         </CountiesMunicipalities>