I agree.
I tried a few things to make this work and was surprised by one of the results.
I tried to do a join with the LINQ to SQL object and a local Generic List (which I thought would work) but it did not.
Fortunately this is a quick and dirty, one-time solution so I don't need to make it pretty. So what I ended up doing is just creating a local Generic List of my SQL data and then joining this with the other local List. Certainly not very graceful, and not terribly quick either, but it got the job done.
I think this little experience with LINQ to SQL was enough to keep me from using it. I'll stick to my usual technique of interfacing the db with a webservice and sending xml back and forth. That is, until SP1 comes out and I can try out the Entity Framework.