This one has come up for both LINQ to SQL and LINQ to Entities. The scenario is a reasonably common one. How to handle something like this:

CREATE PROCEDURE [dbo].[ReturnMultipleRS] 
AS
select * from customers
select * from products

LINQ to SQL:

The solution is to add a method to the DataContext using a partial class. Thankfully the Swiss MSDN team have already explained this one in great detail. Enjoy.

LINQ to Entities:

The easiest approach is to download the ADO.NET Entity Framework Extensions which enables multiple result set support. The download is tiny but still includes a sample project which demonstrates (among other things) working with multiple result sets to return categories and products.