There comes a time when you are using LINQ to SQL that you just have to find out what SQL is being generated, for what ever reason that is, here a a few ways to get the SQL you are looking for:

You can use SQL Server Profile to see the traffic going to and from the database

But if you are like me you want more control over your processes, so you can use the DataContext.Log, and output the log to a window, or in the case below the console window

One last method is to just write out an objects SQL, using the GetCommand, as seen below