Northwnd db = new Northwnd(@"c:\northwnd.mdf");
DataLoadOptions dlo = new DataLoadOptions();
dlo.AssociateWith<Customer>(c => c.Orders.Where(p => p.ShippedDate != DateTime.Today));
db.LoadOptions = dlo;
var custOrderQuery = 
    from cust in db.Customers
    where cust.City == "London"
    select cust;

foreach (Customer custObj in custOrderQuery)
{
    Console.WriteLine(custObj.CustomerID);
    foreach (Order ord in custObj.Orders)
    {
        Console.WriteLine("\t {0}",ord.OrderDate);
    } 
}