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Linq to SQL - Best way to work with a collection of objects inside another object
public class Items
{
    public int ItemID { get; set; }
    public string ItemName { get; set; }
    public List<Bid> Bids { get; set; }
}

public class Bids
{
    public int BidID { get; set; }
    public int ItemID  { get; set; }
    public decimal Amount { get; set; }
    public datetime BidTime { get; set; }
    public int CustomerID { get; set; }
}

from i in Items
from b in i.Bids
where i.AuctionID == 2 && b.CustomerID == (Int32?)1165
orderby b.BidTime descending
select new
{
    i.ItemID,
    i.ItemName,
    i.Bids
}

from i in db.items
where i.AuctionID == 2 && i.Bids.Any(c=>c.CustomerID == (Int32?)1165)
select new
{ i.ItemId,
  i.ItemName,
  i.Bids.Where(b=>b.CustomerID == (Int32?)1165 ).OrderbyDescending(b=>b.BidTime)
 }