I was wondering if I could use a store procedure that returns multiple result sets with LINQ to SQL. Looks like out of the box with the designer generated code, only the first result set will be returned. A quick search lead me to this blog post by the Swiss MSDN team where they explain how to extend the DataContext code to retrieve more then one result set:
http://blogs.msdn.com/swiss_dpe_team/archive/2008/02/04/linq-to-sql-returning-multiple-result-sets.aspx