If I declare the object like this:

Public oClient As IQueryable(Of ClientAPI.ClientService.Client) = Nothing

                oClient = (From c
                 In oGeneric.GetClients()
                 Where c.Id = nClientID
                 Select c.FirstName,cLastName).FirstOrDefault()

I will not get the error anymore but I will have a warning saying that at run time, I might get some errors. So, the entire query line is underlined in green and this is what is left to resolve.