You cannot * return an anonymous type, because the caller does not know which type it cannot use.
If you want to return the results, you can create objects of a non-anonymous type:
IEnumerable<Foo> assets =
from Product p in Session.CreateLinq<Product>()
where bundles.Contains(p.ProductBundle)
select new Foo { Bar = p.Asset, Baz = p.Asset.PropertyTbl};
You can also use the Tuple type in .NET 4 if you do not want to create your own class for your values.
* - , . , .