The most likely examples are LINQ to Objects, not LINQ to Entities.
You can get around this by declaring a GUID:
Dim customerGuid as Guid = New Guid(Request.QueryString("customer"))
Dim i = (From f In EfUtil.Db.EMAILADDRESSHISTORY _
Where f.EMAILADDRESS.CUSTOMERCONTACTPERSON.CUSTOMERguid = customerGuid _
Select New With {.guid = f.ACTIONguid, .name = f.ACTIONname}).ToList
To be clear: the problem is not yours Select. The problem is New Guid(...)in Where.
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