I found this really cool Visual Studio 2008 Add-in, which i'm going to install real soon! It sounds really promising and for everyone who wants to learn more about how the LINQ syntax is build/works, it is really advisable to install it.

Visual LINQ Query Builder is an add-in to Visual Studio 2008 Designer that helps you visually build LINQ to SQL queries. Functionally it provides the same experience as, for instance the Microsoft Access Query Builder, but in the LINQ domain. The entire UI of this add-in uses Windows Presentation Foundation. The goal of this tool is to help users become more familiar with the LINQ syntax. The tool may also demonstrate to users how to create their own Visual Studio 2008 add-in using Windows Presentation Foundation.

You can download a MSI installer here

On Mitsu's blog you can read about it. 

Don't forget to check out LINQPad too! LINQPad lets you interactively query SQL databases in a modern query language: LINQ. It is also a handy tool for learning LINQ!

Hope this is usefull

gr.

Robbert